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波及効果に関する経済学的分析―貿易・金利・インフレ予想―

波及効果に関する経済学的分析―貿易・金利・インフレ予想―
Digital博士論文障害者向け資料あり
菅沼,健司2021-03-25
Available onlineNational Diet LibraryOther Libraries in Japan
  • Subject Heading...chain Negative interest rate model Shifted/Free boundary SABR mo...

Discrete-Time Interest Rate Modelling

Discrete-Time Interest Rate Modelling
Digital文書・図像類
Hughston, Lane P., Macrina, AndreaInstitute of Economic Research, Kyoto University2010-01KIER Discussion Paper691
Available onlineOther Libraries in Japan
  • Summary, etc....tic scheme for interest rate models in discrete time. We take a ...

A Market Model of Interest Rates with Dynamic Basis Spreads in the presence of Collateral and Multiple Currencies

A Market Model of Interest Rates with Dynamic Basis Spreads in the presence of Collateral and Multiple Currencies
Paper文書・図像類
Fujii, Masaaki, Shimada, Yasufumi, Akihiko, Takahashi日本経済国際共同センター2009-12Discussion paper series. CIRJE-FCIRJE-F-698
Other Libraries in Japan
  • Subject Heading...y basis spread interest rate model derivatives multi-currency

ON NON-EXISTENCE OF A ONE FACTOR INTEREST RATE MODEL FOR VOLATILITY AVERAGED GENERALIZED FONG-VASICEK TERM STRUCTURES

ON NON-EXISTENCE OF A ONE FACTOR INTEREST RATE MODEL FOR VOLATILITY AVERAGED GENERALIZED FONG-VASICEK TERM STRUCTURES
Digital文書・図像類
Stehlíková, Beáta, Sevcovic, Daniel九州大学マス・フォア・インダストリ研究所2009-02-16COE Lecture Note14p.40-48
Available onlineOther Libraries in Japan
  • Summary, etc....cek two-factor interest rate model with stochasti......lar one-factor interest rate model including, in particular, the...
  • Subject Heading...d Fong–Vasicek interest rate model averaging limiting density

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