Back to Results
First PageMeta Content
Martingale theory / Stochastic processes / Mathematical finance / Finance / Money / Economy / No free lunch with vanishing risk / Risk-neutral measure / Local martingale / Yield curve / Futures contract / Semimartingale


Bond markets beyond short rate paradigm When roll-overs do not qualify as num´eraire: bond markets beyond short rate paradigms Irene Klein, Thorsten Schmidt, Josef Teichmann ETH Z¨
Add to Reading List

Document Date: 2013-11-25 09:44:49


Open Document

File Size: 248,17 KB

Share Result on Facebook