Warning: Creating default object from empty value in /hermes/bosnacweb04/bosnacweb04ai/b1550/ipg.lantanasolutionsbh98965/fincyclopedia/wp-content/plugins/independent-core/admin/ReduxCore/inc/class.redux_filesystem.php on line 29 Heath-Jarrow-Morton Model – Fincyclopedia
[wpdreams_ajaxsearchpro id=44 ]
  • Monday, April 28, 2025
  • The Financial Encyclopedia
[wpdreams_ajaxsearchpro id=43 ]
Notice: Undefined variable: myString in /hermes/bosnacweb04/bosnacweb04ai/b1550/ipg.lantanasolutionsbh98965/fincyclopedia/wp-content/themes/independent/tag.php on line 49

Ho and Lee Option Model

An interest rate option model (originally appeared in 1986) which uses short rates in pricing interest rate derivatives such as...

    HJM Model

    A multi-factor valuation model which is designed to price interest rate options (broadly interest rate derivatives) and specific credit derivatives...

      Heath-Jarrow-Morton Model

      A multi-factor valuation model which is designed to price interest rate options (broadly interest rate derivatives) and specific credit derivatives...