Implementation of the Black-Derman-Toy interest rate model
Petter Bjerksund and Gunnar Stensland
| Year of publication: |
1996
|
|---|---|
| Authors: | Bjerksund, Petter |
| Other Persons: | Stensland, Gunnar (contributor) |
| Published in: |
The journal of fixed income. - London : IPR Journals, ISSN 1059-8596, ZDB-ID 1116103-6. - Vol. 6.1996, 2, p. 67-75
|
| Subject: | Zinsstruktur | Yield curve | CAPM | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001208581