Modeling the term structure of interest rates : a review of the literature
Rajna Gibson; Francois-Serge Lhabitant; Denis Talay
| Year of publication: |
2010
|
|---|---|
| Authors: | Gibson, Rajna ; Lhabitant, François-Serge ; Talay, Denis |
| Publisher: |
Boston [u.a.] : Now |
| Subject: | Zinsstruktur | Yield curve | Optionspreistheorie | Option pricing theory | Theorie | Theory | Zins | Termin | Modellierung |
| Extent: | 159 S. |
|---|---|
| Series: | Foundations and trends in finance. - Hanover, Mass. : Now, ISSN 1567-2395, ZDB-ID 2218804-6. - Vol. 5.2010,1/2 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal ; Bibliografie enthalten ; Bibliography included ; Übersichtsarbeit ; Systematic review |
| Language: | English |
| ISBN: | 978-1-60198-372-5 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10008904346