Index_R
R
Radon-Nikodym derivative, 7, 178-181, 193, 218
relative bond price process, 171
Ricatti equation, 36
risk-neutral valuation
in Brace, Gatarek and Musiela, 222
in Langetieg, 84-86
in Vasicek, 6
Interest Rate Modelling (Finance and Capital Markets Series)
ISBN: 1403934703
EAN: 2147483647
EAN: 2147483647
Year: 2004
Pages: 132
Pages: 132
Authors: Simona Svoboda