A guide on the implementation of the Heath-Jarrow-Morton two-factor Gaussian short rate model (HJM-G2++)
S. Acar; K. Natcheva-Acar
| Year of publication: |
2009
|
|---|---|
| Authors: | Acar, Sarp Kaya ; Natcheva-Acar, Kalina |
| Publisher: |
Kaiserslautern : Fraunhofer Inst. für Techno- und Wirtschaftsmathematik, ITMW |
| Subject: | Zinsderivat | Interest rate derivative | Optionspreistheorie | Option pricing theory | Theorie | Theory |
| Extent: | 29 S. graph. Darst. |
|---|---|
| Series: | Berichte des Fraunhofer ITWM. - Kaiserslautern : ITWM, ISSN 1434-9973, ZDB-ID 2436528-2. - Vol. 170 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Forschungsbericht ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Literaturverz. S. 29 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009688321