Modeling Long Term Interest Rates of Japanese Yen : The LG Model ∗ Masaaki Kijima† and Keiichi Tanaka‡ - Forward measure - Document - PDFSEARCH.IO

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	Modeling Long Term Interest Rates of Japanese Yen : The LG Model ∗ Masaaki Kijima† and Keiichi Tanaka‡ Add to Reading List Document Date: 2014-03-24 05:38:41 Open Document File Size: 177,05 KB Share Result on Facebook Company Mead / LG / PL (t T1 ) KG / A2a / ds AG / / / Event Debt Financing / / Facility Tokyo Metropolitan University / Kyoto University / / IndustryTerm addin software / / Organization Graduate School / British Bankers Association / Committee on Yen Risk-free-rate Model Estimation / Tokyo Metropolitan University / Kyoto University / / Person Masaaki Kijima / Keiichi Tanaka / / Position Model / / ProvinceOrState Tennessee / / URL http / SocialTag Finance Fixed income analysis Interest rates Forward measure Martingale theory Yield curve Swap rate T-carrier Hull–White model Financial economics

Modeling Long Term Interest Rates of Japanese Yen : The LG Model ∗ Masaaki Kijima† and Keiichi Tanaka‡Add to Reading List