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Consistency Problems for Heath-Jarrow-Morton Interest Rate Models

Format Post in Money Investing BY Damir Filipovic

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Consistency Problems for Heath-Jarrow-Morton Interest Rate Models Damir Filipovic is available to download

Consistency Problems for Heath-Jarrow-Morton Interest Rate Models
Damir Filipovic
Type: eBook
Released: 2001
Publisher: Springer
Page Count: 128
Format: djvu
Language: English
ISBN-10: 3540414932
ISBN-13: 9783540414933
Research monograph providing appropriate consistency conditions for and examples of blended models for the term structure of interest rates within the Health-Jarrow-Morton framework, combining curve-fitting methods and factor models.Consistency Problems for Heath-Jarrow-Morton ... Textbook Softcover.

Consistency Problems for Heath-Jarrow-Morton Interest Rate Models

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