Improving the term structure of interest rates: two-factor models
Year of publication: |
2010
|
---|---|
Authors: | Gómez-Valle, Lourdes ; Martínez-Rodríguez, Julia |
Published in: |
International journal of finance & economics : IJFE. - Chichester, Sussex : Wiley, ISSN 1076-9307, ZDB-ID 13246938. - Vol. 15.2010, 3, p. 275-288
|
Saved in:
Saved in favorites
Similar items by person
-
A new approach for pricing commodity futures contracts
Gómez-Valle, Lourdes, (2009)
-
Improving the term structure of interest rates : two-factor models
Gómez-Valle, Lourdes, (2010)
-
Modelling the term structure of interest rates : an efficient nonparametric approach
Gómez-Valle, Lourdes, (2008)
- More ...