Economics: Current and Future Developments, Volume 1
ebook ∣ Interest Rate Modeling for Risk Management: Market Price of Interest Rate Risk · Economics: Current and Future Developments
By Takashi Yasuoka
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Interest Rate Modeling for Risk Management addresses interest rate modeling for risk management. The interest rate model is specified under the real-world measure, and the result is used as to generate scenarios for interest rates. This type of system is
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