Index
A
arbitrage-free pricing
comparison with equilibrium pricing, 201
criticism, 195
in Brace, Gatarek and Musiela, 215, 222
in Heath, Jarrow and Morton, 173-193, 196
in Ho and Lee, 143-152
Arrow-Debreu prices, 129, 248
attainable contingent claim, 197
Interest Rate Modelling (Finance and Capital Markets Series)
ISBN: 1403934703
EAN: 2147483647
EAN: 2147483647
Year: 2004
Pages: 132
Pages: 132
Authors: Simona Svoboda