On the Geometry of Interest Rate Models

Lecture Notes in Mathematics - Germany
doi 10.1007/978-3-540-44468-8_2
Full Text
Abstract

Available in full text

Date
Authors
Publisher

Springer Berlin Heidelberg

Related search

Applications of Information Geometry to Interest Rate Theory

AIP Conference Proceedings
AstronomyPhysics
2001English

Testing Continuous-Time Models of the Spot Interest Rate

1995English

Actuarial Pricing Models of Reverse Mortgage With the Stochastic Interest Rate

2015English

Effect of Correlation on Bond Prices in Short Rate Models of Interest Rates

Mathematica Moravica
2018English

Wicksell’s Classical Dichotomy: Is the Natural Rate of Interest Independent of the Money Rate of Interest?

Journal of Macroeconomics
EconomicsEconometrics
2010English

Exchange Rate Indeterminacy in Portfolio Balance, Mundell-Fleming and Uncovered Interest Rate Parity Models

Cambridge Journal of Economics
EconomicsEconometrics
2004English

Survey Evidence on the ‘Rationality’ of Interest Rate Expectations

Journal of Monetary Economics
EconomicsEconometricsFinance
1980English

Empirical Comparisons in Short-Term Interest Rate Models Using Nonparametric Methods

Journal of Financial Econometrics
EconomicsEconometricsFinance
2006English

Down Scaling Interest in Interest Rate

Theoretical Economics Letters
2015English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2024 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy