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Improving discrete implementation of the hull and white two-factor model
Muck, Matthias; Rudolf, Markus - In: The journal of fixed income 14 (2005) 4, pp. 67-75
Persistent link: https://www.econbiz.de/10002836177
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IMPROVING DISCRETE IMPLEMENTATION OF THE HULL AND WHITE TWO-FACTOR MODEL
Muck, Matthias; Rudolf, Markus - In: The journal of fixed income 14 (2005) 4, pp. 67
Persistent link: https://www.econbiz.de/10007150147
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A statistical analysis of the term structure of interest rates in Switzerland and Germany
Bühler, Alfred - In: The journal of fixed income 6 (1996) 3, pp. 55-67
Persistent link: https://www.econbiz.de/10001214252
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On benchmarks and the performance of DEM bond mutual funds
Maag, Felix; Zimmermann, Heinz - In: The journal of fixed income 10 (2000) 3, pp. 31-45
Persistent link: https://www.econbiz.de/10001549795
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ON BENCHMARKS AND THE PERFORMANCE OF DEM BOND MUTUAL FUNDS - This article analyzes the performance of 40 deutschemark bond mutual funds between 1988 and 1996. Performance is measur...
Maag, Felix; Zimmermann, Heinz - In: The journal of fixed income 10 (2000) 3, pp. 31-46
Persistent link: https://www.econbiz.de/10007175934
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A Statistical Analysis of the Term Structure of Interest Rates in Switzerland and Germany
Bühler, Alfred; Zimmermann, Heinz - In: The journal of fixed income 6 (1996) 3, pp. 55-68
Persistent link: https://www.econbiz.de/10007319260