Modern LIBOR market models : using different curves for projecting rates and for discounting
Fabio Mercurio
| Year of publication: |
2010
|
|---|---|
| Authors: | Mercurio, Fabio |
| Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 13.2010, 1, p. 113-137
|
| Subject: | Zinsderivat | Interest rate derivative | Zinsstruktur | Yield curve | Stochastischer Prozess | Stochastic process | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10008860420