Approximation of non-linear term structure models
Year of publication: |
2001
|
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Authors: | Takamizawa, Hideyuki ; Shoji, Isao |
Published in: |
The journal of derivatives : the official publication of the International Association of Financial Engineers. - New York, NY : Pageant Media Ltd., ISSN 1074-1240, ZDB-ID 1169004-5. - Vol. 8.2001, 3, p. 44-51
|
Subject: | Zinsstruktur | Yield curve | Euromarkt | Euromarkets | Theorie | Theory |
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