A multifactor spot rate model for the pricing of interest rate derivatives
Sandra Peterson; Richard C. Stapleton and Marti G. Subrahmanyam
| Year of publication: |
2003
|
|---|---|
| Authors: | Peterson, Sandra ; Stapleton, Richard C. ; Subrahmanyam, Marti G. |
| Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 219406-5. - Vol. 38.2003, 4, p. 847-880
|
| Subject: | Derivat | Derivative | Zins | Interest rate | Zinsstruktur | Yield curve | Swap |
| Extent: | graph. Darst |
|---|---|
| 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://www.econbiz.de/10001859311