An Accompaniment to a Course on Interest Rate Modeling : With Discussion of Black-76, Vasicek and HJM Models and a Gentle Introduction to the Multivariate LIBOR Market Model
Year of publication: |
2013
|
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Authors: | Nekrasov, Vasily |
Publisher: |
[2013]: [S.l.] : SSRN |
Subject: | Zinsstruktur | Yield curve | Zinsderivat | Interest rate derivative | Optionspreistheorie | Option pricing theory | Zins | Interest rate | Derivat | Derivative |
Extent: | 1 Online-Ressource (30 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments July 10, 2013 erstellt |
Other identifiers: | 10.2139/ssrn.2001007 [DOI] |
Classification: | A23 - Graduate ; C00 - Mathematical and Quantitative Methods. General ; E43 - Determination of Interest Rates; Term Structure Interest Rates |
Source: | ECONIS - Online Catalogue of the ZBW |
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