Valuation of sinking-fund bonds in the Vasicek and CIR frameworks<sup>∗</sup>Financial support from Murst Fondo 40% on ‘Modelli di struttura a termine dei tassi d'interesse’ is gratefully acknowledged. (Q4541533): Difference between revisions
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| Property / cites work: A Theory of the Term Structure of Interest Rates / rank | |||
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| Property / cites work: Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation / rank | |||
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Latest revision as of 12:06, 4 June 2024
scientific article; zbMATH DE number 1771934
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Valuation of sinking-fund bonds in the Vasicek and CIR frameworks<sup>∗</sup>Financial support from Murst Fondo 40% on ‘Modelli di struttura a termine dei tassi d'interesse’ is gratefully acknowledged. |
scientific article; zbMATH DE number 1771934 |
Statements
Valuation of sinking-fund bonds in the Vasicek and CIR frameworks<sup>∗</sup>Financial support from Murst Fondo 40% on ‘Modelli di struttura a termine dei tassi d'interesse’ is gratefully acknowledged. (English)
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4 September 2002
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