Zobrazeno 1 - 2
of 2
pro vyhledávání: '"binomial interest rate tree"'
Publikováno v:
JTAM (Jurnal Teori dan Aplikasi Matematika), Vol 7, Iss 2, Pp 283-297 (2023)
Bonds are known as one of low-risk investments and worth to be considered as a part of an investor's portfolio, however there are still underlying risks that could affect its price. This paper focuses on the effect of early redemption risk and defaul
Externí odkaz:
https://doaj.org/article/66a4166c1296441b856f43600c5df754
Autor:
Radič, Pavol
This thesis deals with modeling the development of interest rates. It discusses the most popular models of short interest rate. It focuses in detail on widely known short-rate models, i.e. Vašíček, CIR and Ho & Lee model where the dynamics of the
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::0fa80eb00b2a83ff74ce6926aa6ca6b4
http://www.nusl.cz/ntk/nusl-467331
http://www.nusl.cz/ntk/nusl-467331
