The dynamics of the forward interest rate curve : a formulation with state variables
Year of publication: |
1999
|
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Authors: | Jong, Frank de ; Santa-Clara, Pedro |
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. 34.1999, 1, p. 131-157
|
Subject: | Zinsstruktur | Yield curve | Derivat | Derivative | Theorie | Theory | Schätzung | Estimation | USA | United States | 1988-1996 |
Extent: | Graph. Darst |
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Type of publication: | Article |
Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Notes: | In: Journal of financial and quantitative analysis |
Source: | ECONIS - Online Catalogue of the ZBW |
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