Zero Black-Derman-Toy interest rate model
Grzegorz Krzyżanowski, Ernesto Mordecki, and Andrés Sosa
| Year of publication: |
2022
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|---|---|
| Authors: | Krzyżanowski, Grzegorz ; Mordecki, Ernesto ; Sosa, Andrés |
| Published in: |
The journal of fixed income : JFI. - London : IPR Journals, ISSN 2168-8648, ZDB-ID 2048685-6. - Vol. 31.2022, 3, p. 93-111
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| Subject: | Zinsstruktur | Yield curve | Theorie | Theory | Zins | Interest rate | Zinsderivat | Interest rate derivative |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.3905/jfi.2021.1.122 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012802460