Modely úrokových měr ve spojitém čase
The core of this work is to introduce the probabilistic techniques used in widely applied financial models and to formulate the term structure of interest rates using the continuous-time no-arbitrage framework. Stochastic processes in this work are mean-reverting, because over the long time horizon,...
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| Format: | Dissertation |
| Language: | English |
| Published: |
2006
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| Online Access: | http://www.nusl.cz/ntk/nusl-267267 |