Convexity theory for the term structure equation
| Year of publication: |
2008
|
|---|---|
| Authors: | Ekström, Erik ; Tysk, Johan |
| Published in: |
Finance and Stochastics. - Springer. - Vol. 12.2008, 1, p. 117-147
|
| Publisher: |
Springer |
| Subject: | Interest rate theory | Bond options | Convexity | Parameter monotonicity | Log-convexity | Log-concavity | Affine term structure |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005166866