The Future is Convex Peter J¨ackel Atsushi Kawai First version: This version: - Short-rate model - Document - PDFSEARCH.IO

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	The Future is Convex Peter J¨ackel Atsushi Kawai First version: This version: Add to Reading List Document Date: 2011-07-26 17:45:50 Open Document File Size: 381,72 KB Share Result on Facebook City London / / Company Cox / / IndustryTerm yield curve stripping algorithms / closed form solution / closed form solutions / / Person Atsushi Kawai / Libor / / Position market model / model / explicit formulæ can be derived / forward / / SportsEvent formula one / / Technology yield curve stripping algorithms / simulation / / SocialTag Economics LIBOR market model Heath–Jarrow–Morton framework Hull–White model Short-rate model Log-normal distribution Futures contract Normal distribution Yield curve Mathematical finance

The Future is Convex Peter J¨ackel Atsushi Kawai First version: This version:Add to Reading List