A Fractional Heath-Jarrow-Morton Approach for Interest Rate Markets

By Patrick P. Hargutt

Interest-rate modelling is a very complex task that has been intensified over the years. Many different approaches have been tested to capture interest rate movements with varying objectives, for... This description may be from another edition of this product.

• Format: Paperback
• Language: English
• ISBN: 3639317904
• ISBN13: 9783639317909
• Release Date: December 2010
• Publisher: VDM Verlag
• Length: 104 Pages
• Weight: 0.36 lbs.
• Dimensions: 0.3" x 6.0" x 9.0"