| Display title | Black–Karasinski model |
| Default sort key | Black-Karasinski Model |
| Page length (in bytes) | 2,971 |
| Namespace ID | 0 |
| Page ID | 253839 |
| Page content language | en - English |
| Page content model | wikitext |
| Indexing by robots | Allowed |
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| Counted as a content page | Yes |
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| Page creator | imported>JOpenQuest |
| Date of page creation | 15:31, 6 January 2022 |
| Latest editor | imported>JOpenQuest |
| Date of latest edit | 15:31, 6 January 2022 |
| Total number of edits | 1 |
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Description | Content |
Article description: (description)
This attribute controls the content of the description and og:description elements. | In financial mathematics, the Black–Karasinski model is a mathematical model of the term structure of interest rates; see short rate model. It is a one-factor model as it describes interest rate movements as driven by a single source of randomness.
It belongs to the class of no-arbitrage models, i.e... |
