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- Black–Karasinski_model abstract "In financial mathematics, the Black–Karasinski model is a mathematical model of the term structure of interest rates; see short rate model. It is a one-factor model as it describes interest rate movements as driven by a single source of randomness.It belongs to the class of no-arbitrage models, i.e. it can fit today's zero-coupon bond prices, and in its most general form, today's prices for a set of caps, floors or European swaptions. The model was introduced by Fischer Black and Piotr Karasinski in 1991.".
- Black–Karasinski_model wikiPageExternalLink MiER73.pdf.
- Black–Karasinski_model wikiPageID "26866141".
- Black–Karasinski_model wikiPageLength "2776".
- Black–Karasinski_model wikiPageOutDegree "29".
- Black–Karasinski_model wikiPageRevisionID "603600382".
- Black–Karasinski_model wikiPageWikiLink Binomial_options_pricing_model.
- Black–Karasinski_model wikiPageWikiLink Bond_option.
- Black–Karasinski_model wikiPageWikiLink Category:Mathematical_modeling.
- Black–Karasinski_model wikiPageWikiLink Category:Short-rate_models.
- Black–Karasinski_model wikiPageWikiLink Exotic_option.
- Black–Karasinski_model wikiPageWikiLink Expected_value.
- Black–Karasinski_model wikiPageWikiLink Fischer_Black.
- Black–Karasinski_model wikiPageWikiLink Hull–White_model.
- Black–Karasinski_model wikiPageWikiLink Implied_volatility.
- Black–Karasinski_model wikiPageWikiLink Interest_rate.
- Black–Karasinski_model wikiPageWikiLink Interest_rate_cap_and_floor.
- Black–Karasinski_model wikiPageWikiLink Interest_rate_derivative.
- Black–Karasinski_model wikiPageWikiLink Log-normal_distribution.
- Black–Karasinski_model wikiPageWikiLink Mathematical_finance.
- Black–Karasinski_model wikiPageWikiLink Mathematical_model.
- Black–Karasinski_model wikiPageWikiLink Numerical_analysis.
- Black–Karasinski_model wikiPageWikiLink Option_style.
- Black–Karasinski_model wikiPageWikiLink Piotr_Karasinski.
- Black–Karasinski_model wikiPageWikiLink Risk-neutral_measure.
- Black–Karasinski_model wikiPageWikiLink Short-rate_model.
- Black–Karasinski_model wikiPageWikiLink Swaption.
- Black–Karasinski_model wikiPageWikiLink Trinomial_tree.
- Black–Karasinski_model wikiPageWikiLink Wiener_process.
- Black–Karasinski_model wikiPageWikiLink Yield_curve.
- Black–Karasinski_model wikiPageWikiLink Zero-coupon_bond.
- Black–Karasinski_model wikiPageWikiLinkText "Black–Karasinski model".
- Black–Karasinski_model wikiPageWikiLinkText "Black–Karasinski".
- Black–Karasinski_model wikiPageUsesTemplate Template:Cite_book.
- Black–Karasinski_model wikiPageUsesTemplate Template:Cite_journal.
- Black–Karasinski_model wikiPageUsesTemplate Template:Refbegin.
- Black–Karasinski_model wikiPageUsesTemplate Template:Refend.
- Black–Karasinski_model wikiPageUsesTemplate Template:Reflist.
- Black–Karasinski_model wikiPageUsesTemplate Template:Stochastic_processes.
- Black–Karasinski_model subject Category:Mathematical_modeling.
- Black–Karasinski_model subject Category:Short-rate_models.
- Black–Karasinski_model hypernym Model.
- Black–Karasinski_model type Model.
- Black–Karasinski_model type Person.
- Black–Karasinski_model type Model.
- Black–Karasinski_model type Redirect.
- Black–Karasinski_model comment "In financial mathematics, the Black–Karasinski model is a mathematical model of the term structure of interest rates; see short rate model. It is a one-factor model as it describes interest rate movements as driven by a single source of randomness.It belongs to the class of no-arbitrage models, i.e. it can fit today's zero-coupon bond prices, and in its most general form, today's prices for a set of caps, floors or European swaptions.".
- Black–Karasinski_model label "Black–Karasinski model".
- Black–Karasinski_model sameAs Q4923653.
- Black–Karasinski_model sameAs ブラック–カラシンスキー・モデル.
- Black–Karasinski_model sameAs m.0bmgyz2.
- Black–Karasinski_model sameAs Q4923653.
- Black–Karasinski_model wasDerivedFrom Black–Karasinski_model?oldid=603600382.
- Black–Karasinski_model isPrimaryTopicOf Black–Karasinski_model.