The Processes with Dependent Increments as Mathematical Models of the Interest Rate Processes
Year of publication: |
2009
|
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Authors: | Medvedev, Gennady |
Publisher: |
[2009]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Zins | Interest rate | Zinsstruktur | Yield curve |
Extent: | 1 Online-Ressource (23 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: 10th Intern. AFIR Symposium, Tromsø, pp. 483-505, 2000 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments June 20-23, 2000 erstellt |
Classification: | G12 - Asset Pricing ; C49 - Econometric and Statistical Methods: Special Topics. Other ; C32 - Time-Series Models |
Source: | ECONIS - Online Catalogue of the ZBW |
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