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~isPartOf:"Research paper / Quantitative Finance Research Centre, University of Technology Sydney"
~language:"eng"
~person:"Beyna, Ingo"
~person:"Grasselli, Martino"
~subject:"Zinsstruktur"
~type_genre:"Non-commercial literature"
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Beyna, Ingo
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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A consistent stochastic model of the term structure of interest rates for multiple tenors
Alfeus, Mesias
;
Grasselli, Martino
;
Schlögl, Erik
-
2017
Persistent link: https://www.econbiz.de/10011778187
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Pricing interest rate derivatives in a multifactor HJM model with time dependent volatility
Beyna, Ingo
;
Chiarella, Carl
;
Kang, Boda
-
2012
Persistent link: https://www.econbiz.de/10009632002
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