On the behavior of long zero coupon rates in a no arbitrage framework
Nicole el Karoui ; Antoine Frachot ; Helyette Geman
| Year of publication: |
1997
|
|---|---|
| Authors: | El Karoui, Nicole |
| Other Persons: | Frachot, Antoine (contributor) ; Geman, Hélyette (contributor) |
| Published in: |
Review of derivatives research. - Norwell, Mass. [u.a.] : Springer, ISSN 1380-6645, ZDB-ID 1387516-4. - Vol. 1.1997, 4, p. 351-369
|
| Subject: | Zero-Bond | Zero-coupon bond | Zins | Interest rate | Zinsstruktur | Yield curve | 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/10001238755