Classes of interest rate models under the HJM framework
Carl Chiarella and Oh Kang Kwon
| Year of publication: |
2001
|
|---|---|
| Authors: | Chiarella, Carl ; Kwon, Oh Kang |
| Published in: |
Asia-Pacific financial markets. - Dordrecht [u.a.] : Springer, ISSN 1387-2834, ZDB-ID 1431844-1. - Vol. 8.2001, 1, p. 1-22
|
| Subject: | CAPM | Arbitrage | Zinsderivat | Interest rate derivative | Zinsstruktur | Yield curve | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Asia-Pacific financial markets |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001601026