VALUATION - Dynamic Models of the Term Structure - A review of dynamic models of the default-free term structure and their applications in pricing interest rate derivatives is presented.
| Year of publication: |
2001
|
|---|---|
| Authors: | Yan, Hong |
| Published in: |
Financial analysts' journal : FAJ. - Charlottesville, Va : CFA Institute, ISSN 0015-198X, ZDB-ID 2194090. - Vol. 57.2001, 4, p. 60-76
|