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  1. Электронная библиотека БГУ
  2. Факультет прикладной математики и информатики
  3. НАУЧНЫЕ ПУБЛИКАЦИИ ФАКУЛЬТЕТА ПРИКЛАДНОЙ МАТЕМАТИКИ И ИНФОРМАТИКИ
  4. Материалы конференций факультета прикладной математики и информатики
  5. Моделирование процессов и систем
  6. 2004. Международная конференция “Моделирование процессов и систем”
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Please use this identifier to cite or link to this item: https://elib.bsu.by/handle/123456789/50886
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dc.contributor.authorMedvedev, G.-
dc.date.accessioned2013-11-05T10:19:07Z-
dc.date.available2013-11-05T10:19:07Z-
dc.date.issued2004-
dc.identifier.urihttp://elib.bsu.by/handle/123456789/50886-
dc.description.abstractThe analysis of the forward rate curve for enough wide class of one-factor affine models of the term structure that includes not only Vasiиek’s Gaussian model and CIR model «with a square root» but also models with any levels of the lower boundary of the short term (riskless) interest rate (see [13, 14, 16]) is resulted. The special attention is given to the problem connected with the tendency for the term structure of long term forward rates to slope downwards.ru
dc.language.isoenru
dc.publisherМинск: БГУru
dc.subjectЭБ БГУ::ОБЩЕСТВЕННЫЕ НАУКИ::Информатикаru
dc.titleForward Interest Rates And Volatility Of Zero Coupon Yieldru
dc.typeArticleru
Appears in Collections:Статьи факультета прикладной математики и информатики
2004. Международная конференция “Моделирование процессов и систем”

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