A one-factor lognormal Markovian interest rate model : theory and implementation
Anlong Li
| Year of publication: |
1995
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|---|---|
| Authors: | Li, Anlong |
| Published in: |
Advances in futures and options research : a research annual. - Stamford, Conn. : JAI Press, ISSN 1048-1559, ZDB-ID 1115175-4. - Vol. 8.1995, p. 229-239
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| Subject: | Zinsstruktur | Yield curve | CAPM | Zinsderivat | Interest rate derivative | 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://ebvufind01.dmz1.zbw.eu/10001211283