Closed form term structure derivatives in a Heath-Jarrow-Morton model with log-normal annually compounded interest rates

Klaus Sandmann, Dieter Sondermann and Kristian Miltersen

Year of publication:	1994
Authors:	Sandmann, Klaus
Other Persons:	Sondermann, Dieter (contributor) ; Miltersen, Kristian R. (contributor)
Publisher:	Bonn : Sonderforschungsbereich 303, Univ.
Subject:	Zinsstruktur \| Yield curve \| Zinsderivat \| Interest rate derivative \| CAPM \| Theorie \| Theory

Check Google Scholar |

More access options

In German libraries (KVK)

Which error do you want to report?

Report: URL of this record is broken

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: Addition of an URL to that resource

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: The language(s) of that resource is/are…

Please note: Required language not in the list? Please use comment field

Report: Addition of an identifier to that resource

Report: report typo

Report: Add statement

Report: Add keywords

Please use the commentary box to describe other errors

Would you like to receive a feedback?

Commentary

Please type the code from the image

For general questions please use this address.

Persistent link: https://www.econbiz.de/10013276400

A service of the