Analytical implementation of the Ho and Lee model for the short interest rate
Dwight Grant; Gautam Vora
| Year of publication: |
2003
|
|---|---|
| Authors: | Grant, Dwight M. ; Vora, Gautam |
| Published in: |
Global finance journal. - Amsterdam [u.a.] : Elsevier Inc., ISSN 1044-0283, ZDB-ID 1117243-5. - Vol. 14.2003, 1, p. 19-47
|
| Subject: | Zinsstruktur | Yield curve | Volatilität | Volatility |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001763716