On the term structure of futures and forward prices
Year of publication: |
2000
|
---|---|
Authors: | Björk, Tomas ; Landén, Camilla |
Publisher: |
Stockholm |
Subject: | Zinsstruktur | Yield curve | Zinsderivat | Interest rate derivative | Stochastischer Prozess | Stochastic process | Optionspreistheorie | Option pricing theory | Theorie | Theory |
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