Pricing Interest Rate Derivatives in a Multifactor HJM Model with Time
Year of publication: |
2012
|
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Authors: | Ingo, Beyna |
Other Persons: | Chiarella, Carl (contributor) ; Kang, Boda (contributor) |
Publisher: |
[2012]: [S.l.] : SSRN |
Subject: | Derivat | Derivative | CAPM | Zinsstruktur | Yield curve | Zinsderivat | Interest rate derivative | Theorie | Theory |
Extent: | 1 Online-Ressource (65 p) |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments October 16, 2012 erstellt |
Other identifiers: | 10.2139/ssrn.2162748 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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