文章基本信息

标题：Models of the Short Interest Rate in Discrete Processes
本地全文：下载
作者：Naoyuki Ishimura ; Bold Javkhlan ; MasaAki Nakamura 等
期刊名称：Open Journal of Applied Sciences
印刷版ISSN：2165-3917
电子版ISSN：2165-3925
出版年度：2013
卷号：3
期号：1B
页码：12-14
DOI：10.4236/ojapps.2013.31B1003
出版社：Scientific Research Publishing
摘要：The modeling of the term structure of interest rates is one of primary topics for researches in financial economics. Here we consider models of the short interest rate in discrete processes. Our methodology of analysis follows the framework of discrete stochastic calculus.
关键词：Short Interest Rates; One-factor Model; Discrete Processes