HJM: a unified approach to dynamic models for fixed income, credit and equity markets
Year of publication: |
2007
|
---|---|
Authors: | Carmona, René |
Published in: |
Paris Princeton lectures on mathematical finance. - Berlin : Springer, ZDB-ID 2123527-2. - Vol. 3.2004, p. 1-50
|
Subject: | Theorie | Theory | Zinsstruktur | Yield curve | Anleihe | Bond | Aktienmarkt | Stock market |
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