Discrete Time Continuous State Interest Rate Models
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Discrete-Time Continuous-State Interest Rate Models
| Author | : |
| Publisher | : DIANE Publishing |
| Total Pages | : 22 |
| Release | : |
| Genre | : |
| ISBN | : 1428961933 |
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Discrete-Time Continuous-State Interest Rate Models Related Books
Language: en
Pages: 32
Pages: 32
Type: BOOK - Published: 2000 - Publisher:
Language: en
Pages: 22
Pages: 22
Type: BOOK - Published: - Publisher: DIANE Publishing
Language: en
Pages: 22
Pages: 22
Type: BOOK - Published: 2000 - Publisher:
"We show how to implement arbitrage-free models of the short-term interest rate in discrete-time setting that allows continuum of rates at any particular date.
Language: en
Pages: 236
Pages: 236
Type: BOOK - Published: 2007-05-22 - Publisher: Springer Science & Business Media
This book presents the mathematical issues that arise in modeling the interest rate term structure by casting the interest-rate models as stochastic evolution e
Language: en
Pages: 358
Pages: 358
Type: BOOK - Published: 2013-08-15 - Publisher: Springer Science & Business Media
State-space models as an important mathematical tool has been widely used in many different fields. This edited collection explores recent theoretical developme
