Possible mathematical formulation of liquidity preference theory

Details Possible mathematical formulation of liquidity preference theory Possible mathematical formulation of liquidity preference theory

1999-10-04

arxiv.org/abs/physics/9910005v1

Physics

General Physics

13 pages, 2 figures, 2 tables

Scientific paper

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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