Discrete-Time Models of Bond Pricing
收藏NBER1998-09-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w6736
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资源简介：
We explore a variety of models and approaches to bond pricing, including those associated with Vasicek, Cox-Ingersoll-Ross, Ho and Lee, and Heath-Jarrow-Morton, as well as models with jumps, multiple factors, and stochastic volatility. We describe each model in a common theoretical framework and
提供机构：
美国国家经济研究局
创建时间：
1998-09-01
