Bond pricing and the term structure of interest rates : a discrete time approximation
David Heath, Robert Jarrow, and Andrew Morton
| Year of publication: |
1990
|
|---|---|
| Authors: | Heath, David C. |
| Other Persons: | Jarrow, Robert A. (contributor) ; Morton, Andrew J. (contributor) |
| Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 219406-5. - Vol. 25.1990, 4, p. 419-440
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| Subject: | Anleihe | Bond | CAPM | Zinsstruktur | Yield curve | 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/10001098665