Performance evaluation of algorithms for black-derman-toy lattice
Jozsef Abaffy ...
| Year of publication: |
1999
|
|---|---|
| Other Persons: | Abaffy, Jozsef (contributor) ; Black, Fischer (contributor) ; Derman, Emanuel (contributor) ; Toy, William (contributor) |
| Published in: |
Current topics in quantitative finance : with 23 tables. - Heidelberg [u.a.] : Physica-Verl., ISBN 3-7908-1231-5. - 1999, p. 1-12
|
| Subject: | Zinsstruktur | Yield curve | Zinsderivat | Interest rate derivative | Öffentliche Anleihe | Public bond | CAPM | Theorie | Theory | USA | United States |
| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001442899