Discussion of "An Infinite-Dimensional Interest Rates Term Structure Model: Arbitrage-Free, Realistic and Practical" by Victor Lapshin Miloš Božovi´c Center for Investments and Finance Belgrade, Serbia - Heath–Jarrow–Morton framework - Document - PDFSEARCH.IO

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	Discussion of "An Infinite-Dimensional Interest Rates Term Structure Model: Arbitrage-Free, Realistic and Practical" by Victor Lapshin Miloš Božovi´c Center for Investments and Finance Belgrade, Serbia Add to Reading List Document Date: 2011-12-22 00:57:45 Open Document File Size: 85,75 KB Share Result on Facebook Facility Informatics University of Novi Sad / / IndustryTerm macro-finance model incorporating / closed-form solution / / Organization Serbia Department of Mathematics / Victor Lapshin Miloš Božovi´c Center for Investments and Finance Belgrade / Mathematics and Informatics University of Novi Sad / / Person Victor Lapshin Miloš Božovi / / SocialTag Financial economics Fixed income analysis Yield curve Heath–Jarrow–Morton framework Finance Economic model Bond Arbitrage Mathematical finance Fixed income market

Discussion of "An Infinite-Dimensional Interest Rates Term Structure Model: Arbitrage-Free, Realistic and Practical" by Victor Lapshin Miloš Božovi´c Center for Investments and Finance Belgrade, SerbiaAdd to Reading List