Interpolation schemes in the displaced-diffusion libor market
Christopher Beveridge and Mark Joshi
| Year of publication: |
2009
|
|---|---|
| Authors: | Beveridge, Christopher ; Joshi, Mark S. |
| Publisher: |
Melbourne : Centre for Actuarial Studies, Dep. of Economics, the Univ. of Melbourne |
| Subject: | Zinsstruktur | Yield curve | Zinsderivat | Interest rate derivative | Optionspreistheorie | Option pricing theory |
| Extent: | Online-Ressource (40 S., 380,31 Kb) |
|---|---|
| Series: | Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne. - Melbourne, ZDB-ID 2412374-2. - Vol. 195 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat Reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003924341