Estimating interest rate futures model in the Heath-Jarrow-Morton framework
Ramaprasad Bhar and Carl Chiarella
| Year of publication: |
1998
|
|---|---|
| Authors: | Bhar, Ramaprasad |
| Other Persons: | Chiarella, Carl (contributor) |
| Published in: |
Advances in Pacific Basin financial markets. - Stamford, Conn. : JAI Press, ZDB-ID 1236143-4. - Vol. 4.1998, p. 211-226
|
| Subject: | Zinsderivat | Interest rate derivative | Zins | Interest rate | Volatilität | Volatility | Optionspreistheorie | Option pricing theory | Theorie | Theory | Australien | Australia | Japan | 1989-1994 |
| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001250661