A fresh view on the Ho-Lee model of the term structure from a stochastic discounting perspective
Jochen Wilhelm
| Year of publication: |
1998
|
|---|---|
| Authors: | Wilhelm, Jochen |
| Institutions: | Universität Passau / Wirtschaftswissenschaftliche Fakultät (contributor) |
| Publisher: |
Passau : Univ. Passau, Wirtschaftswiss. Fak. |
| Subject: | Zinsstruktur | Yield curve | CAPM | Stochastischer Prozess | Stochastic process | Theorie | Theory |
| Extent: | 20 Bl |
|---|---|
| Series: | Passauer Diskussionspapiere / Betriebswirtschaftliche Reihe : Diskussionsbeitrag .... - Passau, ISSN 1435-3539, ZDB-ID 2223413-5. |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10000982111