Term structure of interest rates : parametric risk-neutral drift
Lourdes Gómez-Valle & Julia Martínez-Rodríguez
| Year of publication: |
December 2010
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|---|---|
| Authors: | Gómez-Valle, Lourdes ; Martínez-Rodríguez, Julia |
| Published in: |
Selected papers July 2010 Business & Economics Society International Conference ; Volume 2, issue 2. - Worcester, MA, USA : B&ESI, Business & Economics Society International. - 2010, p. 1-9
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| Subject: | Zinsstruktur | Yield curve | Theorie | Theory | Schätzung | Estimation |
| 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/10011929815