Stylised properties of the interest rate term structure under the benchmark approach

Kevin Fergusson and Eckhard Platen

Year of publication:	2014
Authors:	Fergusson, Kevin ; Platen, Eckhard
Publisher:	Sydney : Quantitative Finance Research Centre, Univ. of Techn.
Subject:	Benchmark Approach \| interest rate \| numeraire portfolio \| yield curve \| zero coupon bond \| Zinsstruktur \| Yield curve \| Portfolio-Management \| Portfolio selection \| Theorie \| Theory \| Anleihe \| Bond \| Benchmarking \| Zins \| Interest rate

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