The Heath-Jarrow-Morton Interest Rate Model 

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A continuous time model of interest rates, constructed by Heath, Jarrow and Morton.
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A-Z The Heath-Jarrow-Morton Interest Rate Model Provider Directory
0-9 | A | B | C | D | E | F | G | H | I | J | K | L | M | N | O | P | Q | R | S | T | U | V | W | X | Y | Z
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Model Risk Analysis for Bond Options in a Heath Jarrow Morton (HJM) Model
Analytical expression of risks associated with the HJM model, and implications for hedging and risk management.
www.risklab.ch
S
A Representation for a Class of Path-Dependent Term Structure Models
Analysis and extension of the Heath-Jarrow-Morton interest rate model by Andrew Jeffrey of the Yale School of Management.
mayet.som.yale.edu
Asymptotic Maturity Behavior of Single Factor Heath-Jarrow-Morton Term Structure Models
Analysis by Andrew Jeffrey of the Yale School of Mangement.
mayet.som.yale.edu
Empirical Examination of a Path-Dependent Term Structure Model
Analysis of predictive capabilities of various path-dependent interest rate models, using Federal Reserve policy changes as a measure.
mayet.som.yale.edu
Sponsored Links
Interest Rate Swap Value
Calculate Interest Rate Swaps Analytics for Finance Professionals
www.fincad.com
See Todays Interest Rates
$180,000 Mortgage under $999/mo. See Rates- No Credit Check Req!
www.InterestRates.LowerMyBills.com
Today's Interest Rates
Compare Today's Rates. Free Access to Extensive Lender Database.
www.Interest.com

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The Vasicek Model of Interest Rates

 By Stacy Curtis, Agency Field Consultant, Freelance Writer
Make your decision to utilize the Vasicek model through insourcing or outsourcing.
The Vasicek Model of Interest Rates is one of the simplest methods to value interest rate derivatives. Yet, the decision whether to insource or outsource Vasicek model valuation is one that takes forethought.Perhaps you enjoy hands-on experience with software development and you want to flex your brain and reminisce about grad school. Conversely, perhaps you have moved forward enough in your life that you don't want to get ... Read more
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