Amir Sadr
Abstract
This chapter contains sections titled: Shifting Focus from Short Rate to Full Curve: Ho-Lee Model Heath-Jarrow-Morton (HJM) Full Term-Structure Framework Discrete-Time, Discrete-Tenor HJM Framework Forward-Forward Volatility Multifactor Models HJM Framework Typically Leads to Nonrecombining Trees
A significance statement is not available in the OpenAlex record.
A contribution statement is not available in the OpenAlex record.
Method details are not available in the OpenAlex metadata.
Findings are not separately available in the OpenAlex metadata.
Limitations are not available in the OpenAlex metadata.
Application details are not available in the OpenAlex metadata.
This chapter contains sections titled: Shifting Focus from Short Rate to Full Curve: Ho-Lee Model Heath-Jarrow-Morton (HJM) Full Term-Structure Framework Discrete-Time, Discrete-Tenor HJM Framework Forward-Forward Volatility Multifactor Models HJM Framework Typically Leads to Nonrecombining Trees
Key concepts: Heath–Jarrow–Morton framework, Forward rate, Term (time), Yield curve, Affine term structure model, Volatility (finance), Econometrics, Interest rate