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~isPartOf:"CAMA working paper series"
~isPartOf:"Research paper / Quantitative Finance Research Centre, University of Technology Sydney"
~isPartOf:"Working paper"
~person:"Fergusson, Kevin"
~subject:"Zinsstruktur"
~type_genre:"Non-commercial literature"
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Zinsstruktur
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Fergusson, Kevin
Krippner, Leo
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Thornton, Daniel L.
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Platen, Eckhard
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CAMA working paper series
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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Application of maximum likelihood estimation to stochastic short rate models
Fergusson, Kevin
;
Platen, Eckhard
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2015
Persistent link: https://www.econbiz.de/10011344233
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Stylised properties of the interest rate term structure under the benchmark approach
Fergusson, Kevin
;
Platen, Eckhard
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2014
Persistent link: https://www.econbiz.de/10011344800
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