dorsal/arxiv
View SchemaPossible mathematical formulation of liquidity preference theory
| Authors | Alexander Morozovsky |
|---|---|
| Categories | |
| ArXiv ID | physics/9910005 |
| URL | https://arxiv.org/abs/physics/9910005 |
Abstract
New mathematical formulation of liquidity preference theory is suggested. On the base of comparison between suggested model and real prices paradoxical conclusion could be derived. The whole yield curve could be described only on the base of liquidity preference theory without any consideration of risk-neutral models.
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"abstract": "New mathematical formulation of liquidity preference theory is suggested. On\nthe base of comparison between suggested model and real prices paradoxical\nconclusion could be derived. The whole yield curve could be described only on\nthe base of liquidity preference theory without any consideration of\nrisk-neutral models.",
"arxiv_id": "physics/9910005",
"authors": [
"Alexander Morozovsky"
],
"categories": [
"physics.gen-ph"
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"title": "Possible mathematical formulation of liquidity preference theory",
"url": "https://arxiv.org/abs/physics/9910005"
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