Factor Models and the Shape of the Term Structure
Year of publication: |
1997
|
---|---|
Authors: | Schlögl, Erik ; Sommer, Daniel |
Publisher: |
Sonderforschungsbereich Information und die Koordination Wirtschaftlicher Aktivitäten <Bonn> |
Subject: | Statistik | Wirtschaftsstatistik | Economic statistics | Stochastik | Wahrscheinlichkeitsrechnung |
Extent: | 455680 bytes 26 p. application/pdf |
---|---|
Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Classification: | G13 - Contingent Pricing; Futures Pricing ; Corporate finance and investment policy. Other aspects ; Individual Working Papers, Preprints ; No country specification |
Source: | USB Cologne (business full texts) |
-
The Random-Time Binomial Model
Leisen, Dietmar, (1997)
-
Robustness of Gaussian Hedges and the Hedging of Fixed Income Derivatives
Dudenhausen, Antje, (1999)
-
Stock Evolution under Stochastic Volatility: A discrete approach
Leisen, Dietmar, (1999)
- More ...
-
On short rate processes and their implications for term structure movements
Schlögl, Erik, (1994)
-
Factor models and the shape of the term structure
Schlögl, Erik, (1997)
-
On Short Rate Processes and Their Implications for Term Structure Movements
Schlögl, Erik, (1999)
- More ...