Factor dependence and estimation risk for cap-related interest rat exotics
Year of publication: |
2006
|
---|---|
Authors: | Kerkhof, Franciscus Lambertus Johannes |
Published in: |
The journal of fixed income. - London : IPR Journals, ISSN 1059-8596, ZDB-ID 1116103-6. - Vol. 15.2006, 4, p. 74-83
|
Subject: | Derivat | Derivative | Zinsderivat | Interest rate derivative | Zinsstruktur | Yield curve | Modellierung | Scientific modelling | Theorie | Theory |
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