Long forward and zero-coupon rates can never fall
Year of publication: |
1996
|
---|---|
Authors: | Dybvig, Philip H. |
Other Persons: | Ingersoll, Jonathan E. (contributor) ; Ross, Stephen A. (contributor) |
Published in: |
The journal of business : B. - Chicago, Ill. : Univ. of Chicago Press, ISSN 0021-9398, ZDB-ID 241617-7. - Vol. 69.1996, 1, p. 1-25
|
Subject: | Zinsstruktur | Yield curve | Zero-Bond | Zero-coupon bond | Anleihe | Bond | Arbitrage | Theorie | Theory |
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