On finite dimensional HJM representations
Year of publication: |
01 Aug. 2001 ; [Elektronische Resource]
|
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Other Persons: | Mikkelsen, Peter (contributor) |
Institutions: | Centre for Analytical Finance <Århus> (contributor) |
Publisher: |
Aarhus : Centre for Analytical Finance, Univ. of Aarhus, Aarhus School of Business |
Subject: | CAPM | Arbitrage | Zinsderivat | Interest rate derivative | Zinsstruktur | Yield curve | Theorie | Theory |
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