Rational Term Structure Models with Geometric L´ evy Martingales Ewan Mackie Imperial College Business School, Imperial College London, London SW7 2AZ - Heath–Jarrow–Morton framework - Document - PDFSEARCH.IO

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	Rational Term Structure Models with Geometric L´ evy Martingales Ewan Mackie Imperial College Business School, Imperial College London, London SW7 2AZ Add to Reading List Document Date: 2010-06-21 11:05:35 Open Document File Size: 396,87 KB Share Result on Facebook City Toronto / London / / Company D. C. & Hughston L. P. / Dorje C. Brody / Flesaker / B. & Hughston / L. P. / Lane P. Hughston / Vasicek and Beyond L.P. / Hughston L. P. / / Facility Imperial College / / Organization Imperial College London / Bachelier Finance Society / Martingales Ewan Mackie Imperial College Business School / World Congress / / Person Ewan Mackie / Bt / / Position RT / tdx rt / / Technology Simulation / / SocialTag Martingale theory Wiener process Heath–Jarrow–Morton framework Statistics Stochastic processes Mathematical finance

Rational Term Structure Models with Geometric L´ evy Martingales Ewan Mackie Imperial College Business School, Imperial College London, London SW7 2AZAdd to Reading List