Brown, Roger H. (contributor); … - 2000 - [Elektronische Ressource]
Dillon Read London Business School,
May 1, 2000
∗
Corresponding author: Stephen M. Schaefer, London Business School, Sussex …
maturity, the “term structure”, is a classical problem in financial economics and
the subject of extensive research over many … Affine Term
Structure Models”, Working Paper, Graduate School of Business, Stanford
University.
9. Deacon, M. & Derry A …