Short-rate model

Results: 46



#Item
11

stored energy solutions for a demanding world HR Series Model: HR12V200 The HR range of VRLA batteries is perfectly suited to any application which requires a high rate current over a short period. In particular

Add to Reading List

Source URL: www.narada-ap.com

Language: English - Date: 2014-08-06 01:12:39
    12

    stored energy solutions for a demanding world HR Series Model: HR12V515 The HR range of VRLA batteries is perfectly suited to any application which requires a high rate current over a short period. In particular

    Add to Reading List

    Source URL: www.narada-ap.com

    Language: English - Date: 2014-08-06 01:12:00
      13

      Are variations in term premia related to the macroeconomy? Additional tables Estimates of standard macro-finance model for 1961 through 2005 The joint dynamics of inflation πt , output growth Δgt , and the short rate

      Add to Reading List

      Source URL: www.econ2.jhu.edu

      Language: English - Date: 2008-07-22 14:14:22
        14Economics / Heath–Jarrow–Morton framework / LIBOR market model / Interest rate derivative / Short-rate model / Yield curve / Swaption / Bond valuation / Quantitative analyst / Mathematical finance / Financial economics / Finance

        S YLLABUS F IXED I NCOME C T EACHER A FFILIATION

        Add to Reading List

        Source URL: www.carloalberto.org

        Language: English - Date: 2014-07-08 10:34:03
        15Science / Quantitative analyst / Valuation / Emanuel Derman

        How To Tell If You Might Be A Quant∗ Andrew W. Lo Latest Revision: September 29, If your idea of a “cute model” is the Black-Derman-Toy short-rate model, and your idea of a “supermodel” is Duffie and Si

        Add to Reading List

        Source URL: web.mit.edu

        Language: English - Date: 2007-10-02 21:10:47
        16Economics / Fixed income analysis / Statistics / Stochastic processes / Cox–Ingersoll–Ross model / Short-rate model / Vasicek model / Yield curve / Economic model / Mathematical finance / Interest rates / Financial economics

        The Parameter Estimation for the CIR model Research conducted to facilitate use of CIR model for interest rate modeling in the Pakistani Financial markets Abstract

        Add to Reading List

        Source URL: www.alchemya.com

        Language: English - Date: 2014-08-20 01:06:33
        17United States housing bubble / Macroeconomics / Real estate economics / Real interest rate / Consumer price index / Supply and demand / Overshooting model / Economic equilibrium / Mortgage loan / Economics / Real estate / Inflation

        -1- L ONG - TERM AND SHORT- TERM DETERMINANTS OF P ROPERTY P RICES IN H ONG K ONG Prepared by Frank Leung, Kevin Chow and Gaofeng Han1 Research Department

        Add to Reading List

        Source URL: www.hkimr.org.

        Language: English - Date: 2012-10-04 05:37:59
        18Stochastic processes / Fixed income analysis / Interest rates / Financial economics / Economics / Cox–Ingersoll–Ross model / Autoregressive conditional heteroskedasticity / Spline / Statistics / Mathematical finance / Interpolation

        If the short-term rate r(t) is taken to be unobservable, there are four coefficients to and 4,. From these estimated coefficients we can derive be estimated: K, +0, the implied parameters, implied short - term rate:

        Add to Reading List

        Source URL: personal.cityu.edu.hk

        Language: English - Date: 2011-11-11 01:56:56
        19Macroeconomics / International trade / Currency / Exchange rate / Forward contract / Perfect competition / Short / Supply and demand / Overshooting model / Economics / International economics / Foreign exchange market

        Public Disclosure Authorized Public Disclosure Authorized WPS6608 Policy Research Working Paper

        Add to Reading List

        Source URL: www-wds.worldbank.org

        Language: English - Date: 2013-09-18 10:20:05
        20United States housing bubble / Macroeconomics / Real estate economics / Real interest rate / Consumer price index / Supply and demand / Overshooting model / Economic equilibrium / Mortgage loan / Economics / Real estate / Inflation

        -1- L ONG - TERM AND SHORT- TERM DETERMINANTS OF P ROPERTY P RICES IN H ONG K ONG Prepared by Frank Leung, Kevin Chow and Gaofeng Han1 Research Department

        Add to Reading List

        Source URL: www.hkimr.org

        Language: English - Date: 2012-10-04 05:37:59
        UPDATE