Some Important Properties, Numerical Examples And Simulations Of Ho And Lee Model

A tétel rövid nézete
dc.contributor.advisorGáll, József Mihály
dc.contributor.authorRexhepi, Etrita
dc.contributor.departmentDE--Természettudományi és Technológiai Kar--Matematikai Intézethu_HU
dc.date.accessioned2022-05-05T13:22:07Z
dc.date.available2022-05-05T13:22:07Z
dc.date.created2022-05-05
dc.description.abstractIn this thesis I was considering Ho and Lee model in discrete and continuous case. The aim of the thesis was generating short rates, spot rates and forward rates, from zero coupon bonds in the Ho and Lee model in discrete case. And some simulations of forward rates in continuous case.hu_HU
dc.description.correctortben
dc.description.courseApplied Mathematicshu_HU
dc.description.degreeMSc/MAhu_HU
dc.format.extent42hu_HU
dc.identifier.urihttp://hdl.handle.net/2437/332434
dc.language.isoenhu_HU
dc.subjectspot rateshu_HU
dc.subjectzero coupon bondshu_HU
dc.subjectHo and Lee modelhu_HU
dc.subjectshort rateshu_HU
dc.subjectforward rateshu_HU
dc.subject.dspaceDEENK Témalista::Matematikahu_HU
dc.subject.dspaceDEENK Témalista::Közgazdaságtudományhu_HU
dc.titleSome Important Properties, Numerical Examples And Simulations Of Ho And Lee Modelhu_HU
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Theses (Faculty of Science and Technology)