Chapter 20 Fixed-income pricing
Year of publication: |
2003
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Authors: | Dai, Qiang ; Singleton, Kenneth J. |
Published in: |
Financial markets and asset pricing. - Amsterdam : North-Holland, ISBN 978-0-444-51363-2. - 2003, p. 1207-1246
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Subject: | term structure of interest rates | defaultable bonds | fixed income derivatives | forward rates | risk-neutral pricing | Zinsstruktur | Yield curve | Anleihe | Bond | Derivat | Derivative | Optionspreistheorie | Option pricing theory | Risikoprämie | Risk premium | Insolvenz | Insolvency | Zinsderivat | Interest rate derivative |
Type of publication: | Article |
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Language: | English |
Other identifiers: | 10.1016/S1574-0102(03)01029-X [DOI] |
Classification: | G13 - Contingent Pricing; Futures Pricing ; E43 - Determination of Interest Rates; Term Structure Interest Rates |
Source: | ECONIS - Online Catalogue of the ZBW |
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