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Economics / Heath–Jarrow–Morton framework / Autoregressive conditional heteroskedasticity / State space / Risk-neutral measure / Forward contract / Mathematical finance / Financial economics / Statistics


Document Date: 2001-09-12 17:39:58

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Company

Cox / /

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Organization

Board of Governors of the Federal Reserve System / Federal Reserve Board / US Federal Reserve / Fisher Research and Statistics Board of Governors of the Federal Reserve System / Board of Governors / /

Person

Mark Fisher / Consider / Greg Du / Christian Gilles Monetary / /

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Position

Governor / model / /

ProgrammingLanguage

DC / /

Technology

constant angular velocity / /

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