Interest Rate Dynamics, Derivatives Pricing, and Risk Management by Lin Chen (En
67,21 €
There are two types of tenn structure models in the literature: the equilibrium models and the no-arbitrage models. The no-arbitrage models are characterized by the work of Ho and Lee (1986), Heath, Jarrow, and Morton (1992), Hull and White (1990 and 1993), and Black, Dennan and Toy (1990).
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