Continuous and discrete time modeling of short-term interest rates
Year of publication: |
2011
|
---|---|
Authors: | Hsiao, Chih-ying ; Semmler, Willi |
Published in: |
Financial econometrics modeling : derivatives pricing, hedge funds and term structure models. - Basingstoke [u.a.] : Palgrave Macmillan, ISBN 0-230-28363-2. - 2011, p. 163-187
|
Subject: | Zinsstruktur | Yield curve | Theorie | Theory | Zins | Interest rate |
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