Arbitrage Smoothing in Fitting a Sequence of Yield Curves
Year of publication: |
2009
|
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Authors: | Bekker, Paul A. |
Other Persons: | Bouwman, Kees E. (contributor) |
Publisher: |
[2009]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Zinsstruktur | Yield curve | Arbitrage | Öffentliche Anleihe | Public bond | Arbitrage Pricing | Arbitrage pricing |
Description of contents: | Abstract [papers.ssrn.com] |
Extent: | 1 Online-Ressource |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: International Journal of Theoretical and Applied Finance, Vol. 12, No. 5, pp. 577-588, 2008 Volltext nicht verfügbar |
Source: | ECONIS - Online Catalogue of the ZBW |
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