An interest rate model in uncertain environment
| LEADER | caa a22 4500 | ||
|---|---|---|---|
| 001 | 605469547 | ||
| 003 | CHVBK | ||
| 005 | 20210128100323.0 | ||
| 007 | cr unu---uuuuu | ||
| 008 | 210128e20150301xx s 000 0 eng | ||
| 024 | 7 | 0 | |a 10.1007/s00500-014-1301-1 |2 doi |
| 035 | |a (NATIONALLICENCE)springer-10.1007/s00500-014-1301-1 | ||
| 245 | 0 | 3 | |a An interest rate model in uncertain environment |h [Elektronische Daten] |c [Dengya Jiao, Kai Yao] |
| 520 | 3 | |a Interest rate is an important economic indicator which plays a crucial role in the financial market. Based on the interest rate, the price of the zero-coupon bond is another important indicator to measure the economic level. Therefore, the study on the price of the zero-coupon bonds with different maturity dates is a fundamental issue in economics. This paper regards the interest rate as an uncertain process and prices the zero-coupon bond through the uncertain interest model. In addition, this paper proposes a general interest rate model in uncertain environment and employs a numerical method to price the zero-coupon bond. | |
| 540 | |a Springer-Verlag Berlin Heidelberg, 2014 | ||
| 690 | 7 | |a Uncertainty theory |2 nationallicence | |
| 690 | 7 | |a Finance |2 nationallicence | |
| 690 | 7 | |a Interest rate |2 nationallicence | |
| 690 | 7 | |a Zero-coupon bond |2 nationallicence | |
| 700 | 1 | |a Jiao |D Dengya |u Department of Mathematical Sciences, Tsinghua University, 100084, Beijing, China |4 aut | |
| 700 | 1 | |a Yao |D Kai |u School of Management, University of Chinese Academy of Sciences, 100190, Beijing, China |4 aut | |
| 773 | 0 | |t Soft Computing |d Springer Berlin Heidelberg |g 19/3(2015-03-01), 775-780 |x 1432-7643 |q 19:3<775 |1 2015 |2 19 |o 500 | |
| 856 | 4 | 0 | |u https://doi.org/10.1007/s00500-014-1301-1 |q text/html |z Onlinezugriff via DOI |
| 898 | |a BK010053 |b XK010053 |c XK010000 | ||
| 900 | 7 | |a Metadata rights reserved |b Springer special CC-BY-NC licence |2 nationallicence | |
| 908 | |D 1 |a research-article |2 jats | ||
| 949 | |B NATIONALLICENCE |F NATIONALLICENCE |b NL-springer | ||
| 950 | |B NATIONALLICENCE |P 856 |E 40 |u https://doi.org/10.1007/s00500-014-1301-1 |q text/html |z Onlinezugriff via DOI | ||
| 950 | |B NATIONALLICENCE |P 700 |E 1- |a Jiao |D Dengya |u Department of Mathematical Sciences, Tsinghua University, 100084, Beijing, China |4 aut | ||
| 950 | |B NATIONALLICENCE |P 700 |E 1- |a Yao |D Kai |u School of Management, University of Chinese Academy of Sciences, 100190, Beijing, China |4 aut | ||
| 950 | |B NATIONALLICENCE |P 773 |E 0- |t Soft Computing |d Springer Berlin Heidelberg |g 19/3(2015-03-01), 775-780 |x 1432-7643 |q 19:3<775 |1 2015 |2 19 |o 500 | ||