Phenomenology of the interest rate curve
Year of publication: |
1999
|
---|---|
Other Persons: | Bouchaud, Jean-Philippe (contributor) |
Published in: |
Applied mathematical finance. - Abingdon : Routledge, Taylor & Francis Group, ISSN 1350-486X, ZDB-ID 1282409-4. - Vol. 6.1999, 3, p. 209-232
|
Subject: | Derivat | Derivative | Zins | Interest rate | Zinsstruktur | Yield curve | Risikoprämie | Risk premium | Theorie | Theory | USA | United States | 1990-1996 |
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