Consistency Problems for Heath-Jarrow-Morton Interest Rate Models

Delving into the subtleties of HJM theory, this volume scrutinizes drift restrictions, market‑neutral measures, and the delicate balance between model flexibility and arbitrage freedom, offering fresh insights for quantitative researchers.

Brand: Springer-Verlag Berlin and Heidelberg GmbH & Co. K
ISBN: 3540414932
MPN: biography
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