2015•Dynamic modeling and econometrics in economics and financeRequires access

The Heath–Jarrow–Morton Framework

Carl Chiarella, Xue-Zhong 'Tony' He, Christina Sklibosios Nikitopoulos

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Key concepts: Heath–Jarrow–Morton framework, Forward rate, Mathematical economics, Interest rate, LIBOR market model, Arbitrage, Volatility (finance), Class (philosophy)

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