Dynamic Refinement of the Term Structure - Time Homogenous Term Structure Modeling
Year of publication: |
2017
|
---|---|
Authors: | Fries, Christian P. |
Publisher: |
[2017]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Zinsstruktur | Yield curve |
Extent: | 1 Online-Ressource (28 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments December 12, 2016 erstellt |
Other identifiers: | 10.2139/ssrn.2884699 [DOI] |
Classification: | C15 - Statistical Simulation Methods; Monte Carlo Methods ; G13 - Contingent Pricing; Futures Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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