Distributional properties of spot and forward interest rates : USD, DEM, GBP, and JPY
Ilias Lekkos
| Year of publication: |
1999
|
|---|---|
| Authors: | Lekkos, Ilias |
| Published in: |
The journal of fixed income. - London : IPR Journals, ISSN 1059-8596, ZDB-ID 1116103-6. - Vol. 8.1999, 4, p. 35-54
|
| Subject: | Zinsstruktur | Yield curve | Stochastischer Prozess | Stochastic process | Zins | Interest rate | Währungsderivat | Currency derivative | USA | United States | 1984-1995 |
| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | USD = US-Dollar DEM = DM GBP = Britisches Pfund JPY = Yen In: The journal of fixed income |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001432402