The random character of interest rates : applying statistical probability to the bond markets
Year of publication: |
1990
|
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Authors: | Murphy, Joseph E. |
Publisher: |
Chicago, Ill. : Probus |
Subject: | Zinstheorie | Randomisierter Algorithmus |
Description of contents: | Table of Contents [digitool.hbz-nrw.de] |
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A jump-diffusion Libor model and its robust calibration
Belomestny, Denis, (2006)
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Brüggemann, Ralf, (2005)
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Forecasting the direction of policy rate changes:The importance of ECB words
Rosa, Carlo, (2009)
- More ...
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With interest : how to profit from interest rate fluctuations
Murphy, Joseph E., (1987)
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Stock market probability : using statistics to predict and optimize investment outcomes
Murphy, Joseph E., (1994)
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Why the stock market rises : a statistical study of stock prices
Murphy, Joseph E., (1998)
- More ...