Term structure models with parallel and proportional shifts
by Fredrik Armerin, Tomas Björk and Bjarne Astrup Jensen
| Year of publication: |
26 Oct. 2005
|
|---|---|
| Other Persons: | Armerin, Fredrik (contributor) ; Björk, Tomas (contributor) ; Jensen, Bjarne Astrup (contributor) |
| Publisher: |
Frederiksberg, Denmark : Department of Finance, Copenhagen Business School |
| Subject: | Zinsstruktur | Yield curve | Rentenmarkt | Bond market |
| Extent: | Online-Ressource, 18 p., text |
|---|---|
| Series: | Working paper / Institut for Finansiering, Handelshøjskolen i København. - Frederiksberg, ZDB-ID 2822202-7. - Vol. 2005.5 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | nBibliography Systemvoraussetzungen: Acrobat reader |
| ISBN: | 87-90705-96-3 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003169937