New no-arbitrage conditions and the term structure of interest rate futures (Q665727)
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scientific article; zbMATH DE number 6012306
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | New no-arbitrage conditions and the term structure of interest rate futures |
scientific article; zbMATH DE number 6012306 |
Statements
New no-arbitrage conditions and the term structure of interest rate futures (English)
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6 March 2012
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no-arbitrage restrictions
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term structure of interest rates
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interest rate futures
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change of measure
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