Spanning rates as factors in derivative term structure models : theory, empirical analysis and implementation
vorgelegt von Stefan Haab
| Year of publication: |
2000
|
|---|---|
| Authors: | Haab, Stefan |
| Subject: | Derivat <Wertpapier> | Laufzeit | Mathematisches Modell |
| Description of contents: | Table of Contents [digitool.hbz-nrw.de] |
| Extent: | VIII, 228 S. : graph. Darst. |
|---|---|
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Dissertation u.a. Prüfungsschriften |
| Language: | English |
| Thesis: | St. Gallen, Univ., Diss., 2000 |
| Classification: | Investition, Finanzierung ; Geld, Inflation, Kapitalmarkt |
| Source: |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10004552785