Estimating the term structure of interest rates and pricing of interest rate derivatives
Iwan Meier. Studienzentrum Gerzensee, Stiftung der Schweizerischen Nationalbank
| Year of publication: |
2000
|
|---|---|
| Authors: | Meier, Iwan |
| Publisher: |
Gerzensee : Studienzentrum |
| Subject: | Zinsstruktur | Yield curve | Zinsderivat | Interest rate derivative | Derivat | Derivative | Optionspreistheorie | Option pricing theory | Schätzung | Estimation | Theorie | Theory |
| Description of contents: | Table of Contents [gbv.de] |
| Extent: | VI, 209 S graph. Darst 22 cm |
|---|---|
| Series: | Studienzentrum Gerzensee, Stiftung der Schweizerischen Nationalbank. - Gerzensee : Studienzentrum, ZDB-ID 2442967-3. - Vol. 5 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Hochschulschrift ; Bibliografie enthalten ; Bibliography included ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Thesis: | Zugl.: Bern, Univ., Diss., 2000 |
| ISBN: | 3-9520416-4-5 |
| Classification: | Geld, Inflation, Kapitalmarkt |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10001547188