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scientific article; zbMATH DE number 5590726 - MaRDI portal

scientific article; zbMATH DE number 5590726

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Publication:5192640

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zbMath1173.91006MaRDI QIDQ5192640

Publication date: 6 August 2009

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

stochastic calculus Heath-Jarrow-Morton model affine term structure models LIBOR market model interest rate modeling

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Stochastic models in economics (91B70) Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Interest rates, asset pricing, etc. (stochastic models) (91G30) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to game theory, economics, and finance (91-01)

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