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~institution:"Centre for Economic Policy Research"
~institution:"Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn"
~subject:"Zinsstruktur"
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Zinsstruktur
Interest rate derivative
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Centre for Economic Policy Research
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
National Bureau of Economic Research
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Centre for Analytical Finance <Århus>
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Ekonomiska forskningsinstitutet <Stockholm>
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Rheinische Friedrich-Wilhelms-Universität Bonn
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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An analytic solution for interest rate swap spreads
Grinblatt, Mark
-
1994
Persistent link: https://www.econbiz.de/10013444329
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A term structure model and the pricing of interest rate options
Sandmann, Klaus
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Sondermann, Dieter
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1989
Persistent link: https://www.econbiz.de/10000781468
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