Phenomenology of the Interest Curve : A Statistical Analysis of Term Structure Deformations
Year of publication: |
[1998]
|
---|---|
Authors: | Bouchaud, Jean-Philippe |
Other Persons: | Sagna, Nicholas (contributor) ; Cont, Rama (contributor) ; El Karoui, Nicole (contributor) ; Potters, Marc (contributor) |
Publisher: |
[1998]: [S.l.] : SSRN |
Extent: | 1 Online-Ressource (32 p) |
---|---|
Type of publication: | Book / Working Paper |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments December 1997 erstellt |
Other identifiers: | 10.2139/ssrn.58470 [DOI] |
Classification: | E43 - Determination of Interest Rates; Term Structure Interest Rates ; C51 - Model Construction and Estimation |
Source: | ECONIS - Online Catalogue of the ZBW |
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