Term structure models with parallel and proportional shifts
Fredrik Armerin, Bjarne Astrup Jensen & Toma Björk
| Year of publication: |
2007
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|---|---|
| Authors: | Armerin, Fredrik ; Jensen, Bjarne Astrup ; Björk, Tomas |
| Published in: |
Applied mathematical finance. - Abingdon : Routledge, Taylor & Francis Group, ISSN 1350-486X, ZDB-ID 1282409-4. - Vol. 14.2007, 3, p. 243-260
|
| Subject: | Zinsstruktur | Yield curve | Rentenmarkt | Bond market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003543032