Nonparametric Modeling of U.S. Interest Rate Term Structure Dynamics and Implications on the Prices of Derivative Securities
Year of publication: |
2012
|
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Authors: | Jiang, George J. |
Publisher: |
[2012]: [S.l.] : SSRN |
Subject: | Zinsstruktur | Yield curve | Derivat | Derivative | USA | United States | Optionspreistheorie | Option pricing theory | Zins | Interest rate | Schätzung | Estimation |
Extent: | 1 Online-Ressource (34 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Journal of Financial and Quantitative Analysis (JFQA), Vol. 33, 1998 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments January 1, 1998 erstellt |
Source: | ECONIS - Online Catalogue of the ZBW |
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