Bond price representations and the volatility of spot interest rates
Peter Ritchken; L. Sankarasubramanian
| Year of publication: |
1996
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|---|---|
| Authors: | Ritchken, Peter H. ; Sankarasubramanian, L. |
| Published in: |
Review of quantitative finance and accounting. - New York, NY : Springer, ISSN 0924-865X, ZDB-ID 1087855-5. - Vol. 7.1996, 3, p. 279-288
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| Subject: | Zinsstruktur | Yield curve | Anleihe | Bond | Preis | Price | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Review of quantitative finance and accounting |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001467576