A new model for interest rates
D. Epstein ; P. Wilmott
| Year of publication: |
1998
|
|---|---|
| Authors: | Epstein, D. |
| Other Persons: | Wilmott, Paul (contributor) |
| Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 1.1998, 2, p. 195-226
|
| Subject: | Zinstheorie | Theory of interest | Portfolio-Management | Portfolio selection | Hedging | Zero-Bond | Zero-coupon bond | Theorie | Theory |
| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001240158