Term structure modeling
| Year of publication: |
2002
|
|---|---|
| Authors: | Audley, David ; Chin, Richard ; Ramamurthy, Shrikant |
| Published in: |
Interest rate, term structure, and valuation modeling. - Hoboken, N.J. : Wiley, ISBN 0-471-22094-9. - 2002, p. 93-135
|
| Subject: | Zinsstruktur | Yield curve | Theorie | Theory |
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