An interest-rate model with regime-switching mean-reversion level
Year of publication: |
[2017] ; 1. Auflage
|
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Authors: | Grimm, Stefanie |
Institutions: | Technische Universität Kaiserslautern (degree granting) ; Verlag Dr. Hut <München> (publisher) |
Publisher: |
München : Verlag Dr. Hut |
Subject: | Zinstheorie | Theory of interest | Zinsstruktur | Yield curve | Anleihe | Bond | Finanzanalyse | Financial analysis | Mean Reversion | Mean reversion | Theorie | Theory | Simulation | Öffentliche Anleihe | Public bond | Deutschland | Germany | Zinsstrukturtheorie | Stochastisches Modell | 1997-2016 |
Description of contents: | Table of Contents [gbv.de] ; Description [dr.hut-verlag.de] ; Description [zbmath.org] |
Extent: | II, 111 Seiten Illustrationen, Diagramme 21 cm |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Hochschulschrift ; Thesis |
Language: | English |
Thesis: | Dissertation, Technische Universität Kaiserslautern, 2016 |
ISBN: | 3-8439-3087-2 ; 978-3-8439-3087-1 |
Classification: | Investition, Finanzierung ; Wahrscheinlichkeitsrechnung |
Source: | ECONIS - Online Catalogue of the ZBW |
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