A simulation study of binomial term structure models : their stability and the term structure movements they imply
Klaus Sandmann and Erik Schlögl
| Year of publication: |
1993
|
|---|---|
| Authors: | Sandmann, Klaus |
| Other Persons: | Schlögl, Erik (contributor) |
| Publisher: |
Bonn : Sonderforschungsbereich 303 |
| Subject: | Zinsstruktur | Yield curve | CAPM | Wahrscheinlichkeitsrechnung | Probability theory | Simulation | Theorie | Theory |
| Extent: | 28 S graph. Darst |
|---|---|
| Series: | Discussion paper / B. - Bonn : Univ. Sonderforschungsbereich 303, ZDB-ID 54757-8. |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Literaturverz. S. 28 |
| Classification: | Methoden und Techniken der Betriebswirtschaft |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10000855571