New no-arbitrage conditions and the term structure of interest rate futures
Kristian R. Miltersen; J. Aase Nielsen; Klaus Sandmann
| Year of publication: |
2006
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|---|---|
| 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
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| Subject: | Zinsstruktur | Yield curve | Zinsderivat | Interest rate derivative | Arbitrage Pricing | Arbitrage pricing | Volatilität | Volatility | 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/10003338003