{"title":"布莱克-卡拉辛斯基模型:三十年过去了","authors":"C. Turfus, Piotr Karasinski","doi":"10.2139/ssrn.3827452","DOIUrl":null,"url":null,"abstract":"This year marks the thirtieth anniversary of the publication of the seminal short rate model of Black and Karasinski [1991]. We look back over the early career of its co-originator Piotr Karasinski and record his story of how the model came to be developed, going on to review the impact it had subsequently, and the reasons behind the revival of interest which has been evident in recent years.","PeriodicalId":306152,"journal":{"name":"Risk Management eJournal","volume":"1 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2021-04-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"The Black-Karasinski Model: Thirty Years On\",\"authors\":\"C. Turfus, Piotr Karasinski\",\"doi\":\"10.2139/ssrn.3827452\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"This year marks the thirtieth anniversary of the publication of the seminal short rate model of Black and Karasinski [1991]. We look back over the early career of its co-originator Piotr Karasinski and record his story of how the model came to be developed, going on to review the impact it had subsequently, and the reasons behind the revival of interest which has been evident in recent years.\",\"PeriodicalId\":306152,\"journal\":{\"name\":\"Risk Management eJournal\",\"volume\":\"1 1\",\"pages\":\"0\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2021-04-15\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Risk Management eJournal\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.2139/ssrn.3827452\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Risk Management eJournal","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.2139/ssrn.3827452","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
This year marks the thirtieth anniversary of the publication of the seminal short rate model of Black and Karasinski [1991]. We look back over the early career of its co-originator Piotr Karasinski and record his story of how the model came to be developed, going on to review the impact it had subsequently, and the reasons behind the revival of interest which has been evident in recent years.
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