Bond markets beyond short rate paradigm When roll-overs do not qualify as num´eraire: bond markets beyond short rate paradigms Irene Klein, Thorsten Schmidt, Josef Teichmann ETH Z¨

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Date: 2013-11-25 09:44:49 Martingale theory Stochastic processes Mathematical finance Finance Money Economy No free lunch with vanishing risk Risk-neutral measure Local martingale Yield curve Futures contract Semimartingale		Bond markets beyond short rate paradigm When roll-overs do not qualify as num´eraire: bond markets beyond short rate paradigms Irene Klein, Thorsten Schmidt, Josef Teichmann ETH Z¨ Add to Reading List Source URL: www.ccfz.ch Download Document from Source Website File Size: 248,17 KB Share Document on Facebook

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