Possible mathematical formulation of liquidity preference theory

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dc.creatorMorozovsky, Alexander
dc.date1999-10-04
dc.date.accessioned2026-07-07T05:57:23Z
dc.date.available2026-07-07T05:57:23Z
dc.descriptionNew 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.
dc.description13 pages, 2 figures, 2 tables
dc.identifierhttps://arxiv.org/abs/physics/9910005
dc.identifierhttp://arxiv.org/abs/physics/9910005
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/87965
dc.subjectGeneral Physics
dc.titlePossible mathematical formulation of liquidity preference theory
dc.typetext

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