New no-arbitrage conditions and the term structure of interest rate futures
Year of publication: |
2006
|
---|---|
Authors: | Miltersen, Kristian R. ; Aase Nielsen, Jørgen ; Sandmann, Klaus |
Published in: |
Annals of finance. - Berlin : Springer, ISSN 1614-2446, ZDB-ID 2174824-X. - Vol. 2.2006, 3, p. 303-325
|
Subject: | Zinsstruktur | Yield curve | Zinsderivat | Interest rate derivative | Arbitrage Pricing | Arbitrage pricing | Volatilität | Volatility | Theorie | Theory |
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