A regime-switching model to evaluate bonds in a quadratic term structure of interest rates
Raphaël Homayoun Boroumand, Stéphane Goutte and Thomas Porcher
| Year of publication: |
2014
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|---|---|
| Authors: | Boroumand, Raphaël Homayoun ; Goutte, Stéphane ; Porcher, Thomas |
| Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 24.2014, 19/21, p. 1361-1366
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| Subject: | quadratic term structure model | regime-switching | zero-coupon bond | Markov chain | Zinsstruktur | Yield curve | Markov-Kette | Anleihe | Bond | Zero-Bond | Zero-coupon bond | Optionspreistheorie | Option pricing 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/10010460151