The Diliman Review, Τόμος 53,Τεύχη 1-4College of Arts and Sciences, University of the Philippines., 2006 |
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Σελίδα 197
Stochastic Modelling of Interest Rate Dynamics : An Expository Note Rogemar S. Mamon Th relationship between the his paper discusses the modelling of the term structure of interest rates , which refers to the relationship between the ...
Stochastic Modelling of Interest Rate Dynamics : An Expository Note Rogemar S. Mamon Th relationship between the his paper discusses the modelling of the term structure of interest rates , which refers to the relationship between the ...
Σελίδα 202
... interest rates are assumed to follow some stochastic dynamics to allow tractability of option prices and hedging schemes . Related Empirical Work Since the growth and rapid development of markets for interest rate ... rate and forward ...
... interest rates are assumed to follow some stochastic dynamics to allow tractability of option prices and hedging schemes . Related Empirical Work Since the growth and rapid development of markets for interest rate ... rate and forward ...
Σελίδα 231
... interest rate models and the universality of HJM . " In Mathematics of Derivatives Securities , eds . M. Dempster ... rate models for valuing interest rate options ” , Journal of Finance 54 : 261-305 . Cheyette , O. 1992. " Term ...
... interest rate models and the universality of HJM . " In Mathematics of Derivatives Securities , eds . M. Dempster ... rate models for valuing interest rate options ” , Journal of Finance 54 : 261-305 . Cheyette , O. 1992. " Term ...
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