Libor Market Models Versus Swap Market Models for Pricing Interest Rate Derivatives : An Empirical Analysis
Year of publication: |
[2002]
|
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Authors: | Pelsser, Antoon |
Other Persons: | De Jong, Frank (contributor) ; Driessen, Joost (contributor) |
Publisher: |
[2002]: [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: European Finance Review, Vol. 5, No. 3 Volltext nicht verfügbar |
Classification: | G12 - Asset Pricing ; 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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