Forward induction and construction of yield curve diffusion models
Farshid Jamshidian
| Year of publication: |
1991
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|---|---|
| Authors: | Jamshidian, Farshid |
| Published in: |
The journal of fixed income. - London : IPR Journals, ISSN 1059-8596, ZDB-ID 1116103-6. - Vol. 1.1991, 1, p. 62-74
|
| Subject: | Zinsstruktur | Yield curve | Zinsderivat | Interest rate derivative | CAPM | Theorie | Theory |
| 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/10001109849