A yield-factor model of interest rates
Year of publication: |
1996
|
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Authors: | Duffie, Darrell |
Other Persons: | Kan, Rui (contributor) |
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. 6.1996, 4, p. 379-406
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Subject: | Zinsstruktur | Yield curve | Optionspreistheorie | Option pricing theory | Theorie | Theory |
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