Stochastic skew in the interest rate cap market
Kwai S. Leung, Hon Y. Ng and Hoi Y. Wong
| Year of publication: |
2014
|
|---|---|
| Authors: | Leung, Kwai S. ; Ng, Hon Y. ; Wong, Hoi Ying |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 34.2014, 12, p. 1146-1169
|
| Subject: | Zinsderivat | Interest rate derivative | Stochastischer Prozess | Stochastic process | Zinsstruktur | Yield curve | Schätzung | Estimation | USA | United States | 2009 |
| 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/10010508673