Modelling specific interest rate risk with estimation of missing data
Year of publication: |
2005
|
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Authors: | Siegl, Thomas ; Quell, Peter |
Published in: |
Applied mathematical finance. - Abingdon : Routledge, Taylor & Francis Group, ISSN 1350-486X, ZDB-ID 1282409-4. - Vol. 12.2005, 3, p. 283-309
|
Subject: | Zinsrisiko | Interest rate risk | Finanzmathematik | Mathematical finance |
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