Forward versus spot interest rate models of the term structure
Year of publication: |
2000
|
---|---|
Authors: | Moraleda Novo, Juan Manuel ; Pelsser, Antoon André Jean |
Published in: |
The journal of derivatives : the official publication of the International Association of Financial Engineers. - New York, NY : Pageant Media Ltd., ISSN 1074-1240, ZDB-ID 1169004-5. - Vol. 7.2000, 3, p. 9-21
|
Subject: | Zinsderivat | Interest rate derivative | Rentenmarkt | Bond market | Black-Scholes-Modell | Black-Scholes model | Zinsstruktur | Yield curve | Theorie | Theory | Schätzung | Estimation | USA | United States | 1993-1994 |
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