Forward Versus Spot Interest-Rate Models of the Term Structure : An Empirical Comparison
Year of publication: |
[2003]
|
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Authors: | Pelsser, Antoon |
Other Persons: | Moraleda, Juan M. (contributor) |
Publisher: |
[2003]: [S.l.] : SSRN |
Description of contents: | Abstract [papers.ssrn.com] |
Extent: | 1 Online-Ressource |
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Type of publication: | Book / Working Paper |
Notes: | In: The Journal of Derivatives, Vol. 7(3), 9-21 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments January 9, 1997 erstellt Volltext nicht verfügbar |
Classification: | G13 - Contingent Pricing; Futures Pricing ; E43 - Determination of Interest Rates; Term Structure Interest Rates |
Source: | ECONIS - Online Catalogue of the ZBW |
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