On the geometry of interest rate models
Tomas Björk
| Year of publication: |
2004
|
|---|---|
| Authors: | Björk, Tomas |
| Published in: |
Paris Princeton lectures on mathematical finance. - Berlin : Springer, ZDB-ID 2123527-2. - Vol. 2.2003, p. 133-215
|
| Subject: | Zinsstruktur | Yield curve | Markov-Kette | Markov chain | Theorie | Theory | 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/10009357100