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~institution:"Europäische Zentralbank"
~institution:"International Center for Financial Asset Management and Engineering"
~institution:"Unité Mixte de Recherche Théorie Economique, Modélisation et Applications"
~subject:"Interest rate derivative"
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Theory and calibration of swap market models
Galluccio, Stefano
;
Huang, Zhijhang
;
Ly, Jean-Michel
; …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002240424
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