A general approach for modeling the term structure of interest rates : estimation and application
Hua Zhang
| Year of publication: |
1997
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|---|---|
| Authors: | Zhang, Hua |
| Published in: |
Advances in quantitative analysis of finance and accounting : a research annual. - River Edge, NJ [u.a.] : World Scientific, ISSN 1061-8910, ZDB-ID 1089104-3. - Vol. 5.1997, p. 61-85
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| Subject: | Zinsstruktur | Yield curve | Schätztheorie | Estimation theory | Stochastischer Prozess | Stochastic process | Optionspreistheorie | Option pricing theory | Theorie | Theory | Schätzung | Estimation | USA | United States | 1964-1996 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10001230054