The potential approach to the term structure of interest rates and foreign exchange rates
Year of publication: |
1997
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Authors: | Rogers, Leonard C. G. |
Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial theory. - Malden, Mass. [u.a] : Wiley-Blackwell, ISSN 0960-1627, ZDB-ID 1073194-5. - Vol. 7.1997, 2, p. 157-176
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Subject: | Zinsstruktur | Yield curve | Wahrscheinlichkeitsrechnung | Probability theory | Wechselkurs | Exchange rate | Optionspreistheorie | Option pricing theory | Theorie | Theory |
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