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Models of the Short Interest Rate in Discrete Processes

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DOI: 10.4236/ojapps.2013.31B1003    2,694 Downloads   3,780 Views   Citations

ABSTRACT

The modeling of the term structure of interest rates is one of primary topics for researches in financial economics. Here we consider models of the short interest rate in discrete processes. Our methodology of analysis follows the framework of discrete stochastic calculus.

Conflicts of Interest

The authors declare no conflicts of interest.

Cite this paper

N. Ishimura, B. Javkhlan, M. Nakamura and Z. Wei, "Models of the Short Interest Rate in Discrete Processes," Open Journal of Applied Sciences, Vol. 3 No. 1B, 2013, pp. 12-14. doi: 10.4236/ojapps.2013.31B1003.

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