Hybrid calibration procedures for term structure models
Thorsten Schmidt
| Year of publication: |
2008
|
|---|---|
| Authors: | Schmidt, Thorsten |
| Published in: |
New frontiers in enterprise risk management. - Berlin : Springer, ISBN 978-3-540-78641-2. - 2008, p. 125-143
|
| Subject: | Zinsstruktur | Yield curve |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003709257