On valuing complex interest rate claims
Year of publication: |
1990
|
---|---|
Authors: | Ritchken, Peter H. |
Other Persons: | Sankarasubramanian, L. (contributor) |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 10.1990, 5, p. 443-455
|
Subject: | Term structure constrained approach | Zins | Interest rate | Risiko | Risk | CAPM | Zinsstruktur | Yield curve | Theorie | Theory |
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