Binomial Models for Interest Rates

DOI10.1007/978-3-642-03479-4_18zbMath1217.91193OpenAlexW98730433MaRDI QIDQ3000889

John van der Hoek

Publication date: 31 May 2011

Published in: Contemporary Quantitative Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-642-03479-4_18

Mathematics Subject Classification ID

Numerical methods (including Monte Carlo methods) (91G60) Probabilistic models, generic numerical methods in probability and statistics (65C20) Interest rates, asset pricing, etc. (stochastic models) (91G30)