A generalised method of moments : comparison of discrete Heath-Jarrow-Morton interest rate models
Year of publication: |
1994
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Authors: | Thurston, David C. |
Published in: |
Asia Pacific journal of management : APJM ; a publication of the Faculty of Business Administration, National University of Singapore. - Singapore : Springer, ISSN 0217-4561, ZDB-ID 858501-5. - Vol. 11.1994, 1, p. 1-19
|
Subject: | Hedging | Zinsderivat | Interest rate derivative | USA | United States | Zinstheorie | Theory of interest | Theorie | Theory | 1968-1979 |
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