Interest Rate Modelling (Finance and Capital Markets Series)

2017-07-07 02:10:07

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

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