Neither "normal" nor "lognormal" : modeling interest rates across all regimes
Attilio Meucci, and Angela Loregian
| Year of publication: |
May/June 2016
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|---|---|
| Authors: | Meucci, Attilio ; Loregian, Angela |
| Published in: |
Financial analysts' journal : FAJ. - Philadelphia, PA : Taylor & Francis Group, ISSN 0015-198X, ZDB-ID 219409-0. - Vol. 72.2016, 3, p. 68-82
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| Subject: | Theorie | Theory | Zinsstruktur | Yield curve | Zins | Interest rate |
| 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/10011688084