An interest-rate model with regime-switching mean-reversion level
Stefanie Grimm
| Year of publication: |
[2017] ; 1. Auflage
|
|---|---|
| Authors: | Grimm, Stefanie |
| Institutions: | Technische Universität Kaiserslautern (degree granting) ; Verlag Dr. Hut <München> (publisher) |
| Publisher: |
München : Verlag Dr. Hut |
| Subject: | Zinstheorie | Theory of interest | Zinsstruktur | Yield curve | Anleihe | Bond | Finanzanalyse | Financial analysis | Mean Reversion | Mean reversion | Theorie | Theory | Simulation | Öffentliche Anleihe | Public bond | Deutschland | Germany | Zinsstrukturtheorie | Stochastisches Modell | 1997-2016 |
| Description of contents: | Table of Contents [gbv.de] ; Description [deposit.dnb.de] ; Description [dr.hut-verlag.de] ; Description [zbmath.org] |
| Extent: | II, 111 Seiten Illustrationen, Diagramme 21 cm |
|---|---|
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Hochschulschrift ; Thesis |
| Language: | English |
| Thesis: | Dissertation, Technische Universität Kaiserslautern, 2016 |
| ISBN: | 3-8439-3087-2 ; 978-3-8439-3087-1 |
| Classification: | Investition, Finanzierung ; Wahrscheinlichkeitsrechnung |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011646074