Finance and Economics Discussion Series: Zero Bound, Option-Implied Pdfs, and Term Structure Models

By Don H. Kim

This paper points out that several known ways of modeling non-negative nominal interest rates lead to different implications for the risk-neutral distribution of the short rate that can be checked... This description may be from another edition of this product.

• Format: Paperback
• Language: English
• ISBN: 1288707525
• ISBN13: 9781288707522
• Release Date: February 2013
• Publisher: Bibliogov
• Length: 40 Pages
• Weight: 0.20 lbs.
• Dimensions: 0.1" x 7.4" x 9.7"