Pricing and Evaluating a Bond Portfolio Using a Regime Switching Markov Model
Year of publication: |
[2016]
|
---|---|
Authors: | Mitra, Leela R. |
Other Persons: | Mitra, Gautam (contributor) ; Mamon, Rogemar (contributor) |
Publisher: |
[2016]: [S.l.] : SSRN |
Extent: | 1 Online-Ressource (43 p) |
---|---|
Type of publication: | Book / Working Paper |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments September 2007 erstellt |
Other identifiers: | 10.2139/ssrn.1092042 [DOI] |
Classification: | G12 - Asset Pricing ; G13 - Contingent Pricing; Futures Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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