Short-rate model

Results: 46



#Item
41Economic indicators / Macroeconomics / Overshooting model / General equilibrium theory / Exchange rate / Long run and short run / Economic model / Purchasing power parity / Balance of trade / Economics / International economics / International trade

A Dynamic Equilibrium Model of Real Exchange Rates with General Transaction Costs∗ G AUTAM G OSWAMI†

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Source URL: www.bnet.fordham.edu

Language: English - Date: 2009-05-21 17:41:47
42Financial economics / Fixed income analysis / Mathematical sciences / Stochastic processes / Hull–White model / Heath–Jarrow–Morton framework / Short-rate model / LIBOR market model / Vasicek model / Mathematical finance / Statistics / Interest rates

5. Short rate models Andrew Lesniewski March 3, 2008

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Source URL: www.math.nyu.edu

Language: English - Date: 2008-03-10 13:48:17
43Economics / Fixed income analysis / Interest rates / Options / Stochastic processes / Black–Scholes / Ho–Lee model / Risk-neutral measure / Short-rate model / Financial economics / Mathematical finance / Finance

quant corner The Mathematical Modeler

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Source URL: www.thomasho.com

Language: English - Date: 2009-11-03 21:30:16
44Finance / Interest rates / Stochastic processes / Fixed income analysis / Hull–White model / Short-rate model / Black–Scholes / Forward measure / Risk-neutral measure / Mathematical finance / Financial economics / Statistics

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Source URL: www.columbia.edu

Language: English - Date: 2010-02-22 15:06:05
45Options / Economics / Bonds / Fixed income analysis / Interest rates / Bond option / Black–Derman–Toy model / Short-rate model / Volatility / Mathematical finance / Financial economics / Finance

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Source URL: janroman.dhis.org

Language: English - Date: 2005-11-13 11:14:00
46Fixed income analysis / Economics / Options / Interest rates / Bonds / Black–Derman–Toy model / Heath–Jarrow–Morton framework / Short-rate model / Yield curve / Mathematical finance / Financial economics / Finance

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Source URL: www.lcy.net

Language: English - Date: 2006-08-22 07:34:34
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