INCREASING SPOT RATES OF INTEREST: STRUCTURE OF THE PRICE OF A DEFAULT FREE DISCOUNT BOND

DOI10.1142/S0219024902001456zbMath1138.91430OpenAlexW2069638789MaRDI QIDQ3022046

María del Carmen Valls Martínez, Salvador Cruz Rambaud

Publication date: 22 June 2005

Published in: International Journal of Theoretical and Applied Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0219024902001456

zbMATH Keywords

logarithmic densityforward raterate of interestspot rateDefault free bond

Mathematics Subject Classification ID

Related Items (2)

PROFIT-SHARING IN TRANSACTIONS GOVERNED BY A SUBADDITIVE CAPITALIZATION FUNCTION ⋮ Progressive Current Accounts: Profit-Sharing Interest

Cites Work

• An equilibrium characterization of the term structure

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