A preference free partial differential equation for the term structure of interest rates
Carl Chiarella and Nadima El-Hassan
| Year of publication: |
1996
|
|---|---|
| Authors: | Chiarella, Carl |
| Other Persons: | Hassan, Nadima el (contributor) |
| Published in: |
Financial engineering and the Japanese markets. - Dordrecht : Kluwer Acad. Publ., ISSN 1380-2011, ZDB-ID 1328847-7. - Vol. 3.1996, 3, p. 217-238
|
| Subject: | CAPM | Arbitrage | Zinsderivat | Interest rate derivative | Zinsstruktur | Yield curve | Theorie | Theory |
| 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/10001215396