Interest Rate Dynamics, Derivatives Pricing, and Risk Management - Lecture Notes in Economics and Mathematical Systems - Lin Chen - Books - Springer-Verlag Berlin and Heidelberg Gm - 9783540608141 - March 7, 1996
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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 Books     Paperback Book   (Book with soft cover and glued back)
Released March 7, 1996
ISBN13 9783540608141
Publishers Springer-Verlag Berlin and Heidelberg Gm
Pages 152
Dimensions 155 × 235 × 9 mm   ·   244 g
Language English  
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