Showing 1 - 9 of 9
Persistent link: https://www.econbiz.de/10000953741
Persistent link: https://www.econbiz.de/10003834191
Persistent link: https://www.econbiz.de/10003567696
The purpose of this essay is to give an overview of some recent workconcerning structural properties of the evolution of the forward rate curve in an arbitrage free bond market. The main problems to be discussed are as follows. 1. When is a given forward rate model consistent with a given family...
Persistent link: https://www.econbiz.de/10009502720
Persistent link: https://www.econbiz.de/10001599826
Persistent link: https://www.econbiz.de/10001321238
Persistent link: https://www.econbiz.de/10008664852
Persistent link: https://www.econbiz.de/10001444264
Persistent link: https://www.econbiz.de/10000995463