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Autor:
Strom, Christopher Solon
This thesis explores pricing models for interest rate markets. The model used to ':describe the short rate is based on the discontinuous shot noise process. As a consequence the market is incomplete, meaning that not all securities contingent on the
Externí odkaz:
http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.506807
Autor:
Strom, Christopher Solon
Publikováno v:
IndraStra Global.
This thesis explores pricing models for interest rate markets. The model used to describe the short rate is based on the discontinuous shot noise process. As a consequence the market is incomplete, meaning that not all securities contingent on the sh
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=issn23813652::eca9fdf56fcc8ae8034580a4ae288f04
https://igi.indrastra.com/items/show/298935
https://igi.indrastra.com/items/show/298935
