{"title":"Short Rate Models","authors":"T. Björk","doi":"10.1093/OSO/9780198851615.003.0020","DOIUrl":null,"url":null,"abstract":"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.","PeriodicalId":311283,"journal":{"name":"Arbitrage Theory in Continuous Time","volume":"51 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"1998-09-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Arbitrage Theory in Continuous Time","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1093/OSO/9780198851615.003.0020","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
引用次数: 0
Abstract
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.
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