Statements (13)
| Predicate | Object |
|---|---|
| gptkbp:instanceOf |
interest rate model
|
| gptkbp:basedOn |
stochastic partial differential equations
|
| gptkbp:describes |
dynamics of the entire forward rate curve
|
| gptkbp:field |
gptkb:stochastic_process
mathematical finance |
| https://www.w3.org/2000/01/rdf-schema#label |
Musiela–Rutkowski model
|
| gptkbp:namedAfter |
gptkb:Marek_Musiela
gptkb:Marek_Rutkowski |
| gptkbp:publishedIn |
1997
|
| gptkbp:relatedTo |
Heath–Jarrow–Morton framework
|
| gptkbp:usedFor |
modeling the evolution of forward rate curves
|
| gptkbp:bfsParent |
gptkb:Marek_Musiela
|
| gptkbp:bfsLayer |
8
|