ハル・ホワイト・モデル
1. Hull–White modelIn financial mathematics, the Hull–White model is a model of future interest rates. In its most generic formulation, it belongs to the class of no-arbitrage models that are able to fit today's term structure of interest rates. It is relatively straightforward to translate the mathematical description of the evolution of future interest rates onto a tree or lattice and so interest rate derivatives such as bermudan swaptions can be valued in the model.
Read “Hull–White model” on English Wikipedia
Read “ハル・ホワイト・モデル” on Japanese Wikipedia
Read “Hull–White model” on DBpedia
Read “Hull–White model” on English Wikipedia
Read “ハル・ホワイト・モデル” on Japanese Wikipedia
Read “Hull–White model” on DBpedia
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