Coupon bond valuation with a non-affine discount yield model
by Peter D. Spencer
| Year of publication: |
03.Nov. 2003 ; [Elektronische Ressource]
|
|---|---|
| Other Persons: | Spencer, Peter D. (contributor) |
| Institutions: | University of York / Department of Economics and Related Studies (contributor) |
| Publisher: |
York : Dep. of Economics and Related Studies, Univ. of York |
| Subject: | Anleihe | Bond | Zinsstruktur | Yield curve | Finanzanalyse | Financial analysis | Entscheidung unter Unsicherheit | Decision under uncertainty |
| Extent: | Online-Ressource, 42, [2] p., text ill |
|---|---|
| Series: | Discussion papers in economics. - York : [Verlag nicht ermittelbar], ZDB-ID 2196322-8. - Vol. 2003,16 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001837674