Pricing treasury inflation protected securities and related derivatives using an HJM model
Robert Jarrow and Yildiray Yildirim
| Year of publication: |
2003
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|---|---|
| Authors: | Jarrow, Robert A. ; Yildirim, Yildiray |
| Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 219406-5. - Vol. 38.2003, 2, p. 337-356
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| Subject: | Derivat | Derivative | Indexbindung | Indexation | Staatspapier | Government securities | CAPM | Zinsstruktur | Yield curve | USA | United States |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001766868