Katalog der Deutschen Nationalbibliothek
Ergebnis der Suche nach: dcs=519*
|
|
|
| Link zu diesem Datensatz | https://d-nb.info/gnd/4642940-2 |
| Sachbegriff | HJM-Modell |
| Quelle | Gabler Bank (12. Aufl.) unter Zinsstrukturmodelle |
| Erläuterungen | Definition: The Heath-Jarrow-Morton (HJM) model is one of the most widely used models for pricing interest rate derivatives. The model considers a given initial term structure of interest rates and a specification of the volatility of forward rates to build a tree representing the evolution of the interest rates, based upon a statistical process. |
| Synonyme |
HJM HJM Modell Heath-Jarrow-Morton model |
| Oberbegriffe |
Zinsstrukturtheorie Stochastisches Modell |
| DDC-Notation | 519.2 |
| Systematik | 10.9c Kapitalmarkt, Börse, Kapitalanlage |
| Typ | Allgemeinbegriff (saz) |
| Thema in |
5 Publikationen
|

