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LIBOR market model · Vinony

EntityQ1225659· pop 5· linked from 203 articles

LIBOR market model

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Financial model of interest rates

Connections

stochastic process

queueing theory

Poisson process

càdlàg function

Girsanov theorem

optional stopping theorem

quadratic variation

machine learning

probability theory

Monte Carlo method

law of large numbers

signal processing

Categories

Financial models Fixed income analysis Heath–Jarrow–Morton framework Interest rates

Sources

wikipedia.externallinksexternallink

Similar entities

Discovered by embedding cosine similarity (sentence-transformers MiniLM, 384-dim).

nominal interest rate

Entitydist 0.42

interest rate parity

Entitydist 0.49

Entitydist 0.50

Covered interest arbitrage

Entitydist 0.53

discount points

Entitydist 0.54

Price-consumption curve

Entitydist 0.58

Entitydist 0.58

floating exchange rate

Entitydist 0.58

Entitydist 0.60

Entitydist 0.60

classical dichotomy

Entitydist 0.60

European Exchange Rate Mechanism II

Entitydist 0.61

What links here203 pages

mathematical finance

Branching process

percolation theory

uniform integrability

large deviations theory

additive process

Black–Scholes model

Predictable process

autoregressive integrated moving average

Feynman–Kac formula

Donsker's theorem

Markov property

convergence of random variables

exchangeable random variables

Geometric Brownian motion