Analýza trhu úrokových měr
The aim of this thesis is to introduce probabilistic stochastic interest rate models in continuous time. Presented models are It^o processes defined by parameters, which are trying to describe interest rate behavior in the real world. For selected models we will discuss the di®erence between the for...
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| Format: | Dissertation |
| Language: | English |
| Published: |
2008
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| Online Access: | http://www.nusl.cz/ntk/nusl-293919 |