Stochastic models for bond prices, function space integrals and immunization theory
Copyright policy )Stochastic models for bond prices, function space integrals and immunization theory
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- Ball State University United States
- University of Manitoba Canada
Applications of statistics to actuarial sciences and financial mathematics, Ornstein-Uhlenbeck, yield rate, no-arbitrage principle, duration, futures, spot interest rate, bond-price partial differential equation, Itô's lemma, Brownian bridge process, conditional expectation, term structure of interest rates, immunization theory, function space integrals, process, diffusion models for bond prices, Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.), interest rate
Applications of statistics to actuarial sciences and financial mathematics, Ornstein-Uhlenbeck, yield rate, no-arbitrage principle, duration, futures, spot interest rate, bond-price partial differential equation, Itô's lemma, Brownian bridge process, conditional expectation, term structure of interest rates, immunization theory, function space integrals, process, diffusion models for bond prices, Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.), interest rate
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