A theory of the term structure of interest rates
Year of publication: |
1985
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Authors: | Cox, John C. ; Ingersoll jr., Jonathan E. ; Ross, Stephen A. |
Published in: |
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics. - [Wechselnde Erscheinungsorte] : [Wechselnde Verlage], ISSN 0012-9682, ZDB-ID 1798-X. - Vol. 53.1985, 2, p. 385-407
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Subject: | Kapitalzinsstruktur | Theorie | Theory | Zinsstruktur | Yield curve | CAPM |
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