scholarly journals Convexity theory for the term structure equation

2007 ◽  
Vol 12 (1) ◽  
pp. 117-147 ◽  
Author(s):  
Erik Ekström ◽  
Johan Tysk
Keyword(s):  
Term Structure ◽  
Structure Equation ◽  
Convexity Theory

A TWO-LEVEL SECOND-ORDER FINITE DIFFERENCE SCHEME FOR THE SINGLE TERM STRUCTURE EQUATION

2011 ◽  
Author(s):  
T. Chernogorova ◽  
R. Valkov ◽  
George Venkov ◽  
Ralitza Kovacheva ◽  
Vesela Pasheva
Keyword(s):  
Finite Difference ◽  
Difference Scheme ◽  
Term Structure ◽  
Finite Difference Scheme ◽  
Second Order ◽  
Structure Equation ◽  
Single Term

Short Rate Models

2019 ◽  
pp. 272-279
Author(s):  
Tomas Björk
Keyword(s):  
Term Structure ◽  
Structure Equation ◽  
Rate Model ◽  
Bond Prices ◽  
Martingale Methods ◽  
Coupon Bond ◽  
Short Rate Models

The simplest Markovian short rate model is analyzed using classical and martingale methods, and the term structure equation for the determination of zero coupon bond prices is derived.

The Term Structure of Equity Risk: An Empirical Analysis

CFA Digest ◽  
1997 ◽  
Vol 27 (1) ◽  
pp. 56-57
Author(s):  
H. Kent Baker
Keyword(s):  
Empirical Analysis ◽  
Term Structure ◽  
Equity Risk
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