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The construction of a path-independent interest rate tree : the model of Heath, Jarrow and Morton
Munnik, Jeroen F. de - In: Advances in futures and options research : a research annual 7 (1994), pp. 135-145
Persistent link: https://www.econbiz.de/10001196349
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Cross-sectional versus time series estimation of term structure models : empirical results for the Dutch bond market
Munnik, Jeroen F. de - In: Journal of banking & finance 18 (1994) 5, pp. 997-1025
Persistent link: https://www.econbiz.de/10001174017
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Cross sectional versus time series estimation of term structure models : empirical results for the Dutch bond market
Munnik, Jeroen F. de; Schotman, Peter C. - 1992
Persistent link: https://www.econbiz.de/10000846614
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The valuation of interest rate derivative securities
Munnik, Jeroen F. J. de - 1996
Persistent link: https://www.econbiz.de/10004316649
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Cross-sectional versus time series estimation of term structure models: empirical results for the Dutch bond market
Munnik, Jeroen F. J. de; Schotman, Peter C. - In: Journal of Banking & Finance 18 (1994) 5, pp. 997-1025
Persistent link: https://www.econbiz.de/10005201087