Interest Rate Dynamics, Derivatives Pricing, and Risk Management - Lecture Notes in Economics and Mathematical Systems

Lin Chen

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Interest Rate Dynamics, Derivatives Pricing, and Risk Management - Lecture Notes in Economics and Mathematical Systems

There are two types of tenn structure models in the literature: the equilibrium models and the no-arbitrage models. Ho and Lee (1986) invent the no-arbitrage approach to the tenn structure modeling in the sense that the model tenn structure can fit the initial (observed) tenn structure of interest rates.

152 pages, biography

Media	Böcker Pocketbok (Bok med mjukt omslag och limmad rygg)
Releasedatum	7 mars 1996
ISBN13	9783540608141
Utgivare	Springer-Verlag Berlin and Heidelberg Gm
Antal sidor	152
Mått	155 × 235 × 9 mm · 244 g
Språk	Engelska

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