Probability Properties of Interest Rate Models

DOI10.1007/978-3-319-44615-8_20zbMath1416.91385OpenAlexW2513564289MaRDI QIDQ4690243

G. A. Medvedev

Publication date: 22 October 2018

Published in: Communications in Computer and Information Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-44615-8_20

zbMATH Keywords

yieldterm structureshort-term risk-free interest rates

Mathematics Subject Classification ID

Interest rates, asset pricing, etc. (stochastic models) (91G30) Derivative securities (option pricing, hedging, etc.) (91G20)

Cites Work

• A Theory of the Term Structure of Interest Rates
• A YIELD‐FACTOR MODEL OF INTEREST RATES
• An equilibrium characterization of the term structure
• Unnamed Item

This page was built for publication: Probability Properties of Interest Rate Models