Fast and Accurate Approximation of Bond Prices When Short Rates are Log-Normal
Year of publication: |
2012
|
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Authors: | Hansen, Asbjorn T. |
Other Persons: | Jørgensen, Peter Løchte (contributor) |
Publisher: |
[2012]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Zinsstruktur | Yield curve | Anleihe | Bond |
Description of contents: | Abstract [papers.ssrn.com] |
Extent: | 1 Online-Ressource |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Journal of Computational Finance, Vol. 3, No. 3, pp. 27-45, 2000 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments December 20, 2012 erstellt Volltext nicht verfügbar |
Source: | ECONIS - Online Catalogue of the ZBW |
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