A note on the Flesaker-Hughston model of the term structure of interest rates
Marek Rutkowski
| Year of publication: |
1997
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|---|---|
| Authors: | Rutkowski, Marek |
| Published in: |
Applied mathematical finance. - Abingdon : Routledge, Taylor & Francis Group, ISSN 1350-486X, ZDB-ID 1282409-4. - Vol. 4.1997, 3, p. 151-163
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| Subject: | Zinsstruktur | Yield curve | Zero-Bond | Zero-coupon bond | Theorie | Theory |
| 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/10001229350