The pricing of Belgian OLOs : bootstrapped spot rates versus strips
Marc J. K. de Ceuster ; Bart Diels
| Year of publication: |
1995
|
|---|---|
| Authors: | De Ceuster, Marc J. ; Diels, Bart |
| Publisher: |
Amsterdam [u.a.] |
| Subject: | Öffentliche Anleihe | Public bond | CAPM | Belgien | Belgium |
| Extent: | 24 S. : graph. Darst |
|---|---|
| Series: | Discussion paper / Tinbergen Institute. - Rotterdam [u.a.], ISSN 0929-0834, ZDB-ID 1336423-6. TRACE discussion papers / Tinbergen Institute ; 95,14 : Econometrics and actuarial sciences |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | OLO = Obligations Linéair(s) Obligaties |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000904878