About: Short rate model

In the context of interest rate derivatives, a short rate model is a mathematical model that describes the future evolution of interest rates by describing the future evolution of the short rate.

Property	Value
dbpprop:abstract	In the context of interest rate derivatives, a short rate model is a mathematical model that describes the future evolution of interest rates by describing the future evolution of the short rate.
dbpprop:hasPhotoCollection	http://www4.wiwiss.fu-berlin.de/flickrwrappr/photos/Short_rate_model
rdfs:comment	In the context of interest rate derivatives, a short rate model is a mathematical model that describes the future evolution of interest rates by describing the future evolution of the short rate.
rdfs:label	Short rate model
owl:sameAs	freebase:Short rate model
skos:subject	dbpedia:Category:Mathematical_finance dbpedia:Category:Interest_rates
foaf:page	http://en.wikipedia.org/wiki/Short_rate_model
is dbpprop:redirect of	dbpedia:Short-rate_model