A note on the Nelson-Siegel family
Year of publication: |
1999
|
---|---|
Authors: | Filipović, Damir |
Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial theory. - Malden, Mass. [u.a] : Wiley-Blackwell, ISSN 0960-1627, ZDB-ID 1073194-5. - Vol. 9.1999, 3, p. 349-359
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Subject: | Zinstheorie | Theory of interest | Zins | Interest rate | Volatilität | Volatility | Theorie | Theory |
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