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~isPartOf:"Discussion paper series / LSE Financial Markets Group"
~subject:"Optionspreistheorie"
~subject:"Public bond"
~subject:"Zero-Bond"
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Yield curve estimation by kernel smoothing
Taanggard, Carsten
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Nielsen, Jens Perch
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Mammen, Enno
; …
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2004
Persistent link: https://www.econbiz.de/10002815595
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Term structure modelling of defaultable bonds
Schönbucher, Philipp J.
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1997
Persistent link: https://www.econbiz.de/10000967593
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