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quant2015
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Posts: 4
Joined: December 1st, 2015, 3:59 am

instanenous short rate

February 12th, 2016, 7:29 pm

Can someone explain what is the exactly instantaneous short rate? how is it different from normal short rate and non-instantaneous short rate?
 
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Jhammer
Posts: 37
Joined: February 24th, 2014, 8:05 pm

instanenous short rate

February 12th, 2016, 8:02 pm

 
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list1
Posts: 1696
Joined: July 22nd, 2015, 2:12 pm

instanenous short rate

February 13th, 2016, 1:38 pm

Instantaneous short rate is a mathematical abstraction used to specify interest rate over dt period. In finance calculations one uses a popular approximation dt = 1 day.
 
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Gamal
Posts: 2362
Joined: February 26th, 2004, 8:41 am

instanenous short rate

February 13th, 2016, 3:18 pm

QuoteOriginally posted by: quant2015Can someone explain what is the exactly instantaneous short rate? how is it different from normal short rate and non-instantaneous short rate?pleonasm
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