An implementation of the HJM model with application to Japanese interest futures
Year of publication: |
1995
|
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Authors: | Kamizono, Kanji ; Kariya, Takeaki |
Publisher: |
Tokyo : Inst. of Economic Research, Hitotsubashi Univ. |
Subject: | CAPM | Japan | Zinsstruktur | Yield curve | Theorie | Theory | Zinsderivat | Interest rate derivative | Schätzung | Estimation | Volatilität | Volatility |
Extent: | 21, 2, 6 Bl. graph. Darst |
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Series: | Discussion paper series / A / Institute of Economic Research. - Tōkyō, ZDB-ID 2276873-7. |
Type of publication: | Book / Working Paper |
Language: | English |
Source: | ECONIS - Online Catalogue of the ZBW |
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