AN EMPIRICAL INVESTIGATION OF THE FORWARD INTEREST RATE TERM STRUCTURE (Q4528084): Difference between revisions
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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 12:44, 3 June 2024
scientific article; zbMATH DE number 1558391
Language | Label | Description | Also known as |
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English | AN EMPIRICAL INVESTIGATION OF THE FORWARD INTEREST RATE TERM STRUCTURE |
scientific article; zbMATH DE number 1558391 |
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AN EMPIRICAL INVESTIGATION OF THE FORWARD INTEREST RATE TERM STRUCTURE (English)
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2000
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Interest rate modelling
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interest rate options
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interest rate derivatives
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