From structural assumptions to a link between assets and interest rates (Q959749): Difference between revisions

From MaRDI portal
RedirectionBot (talk | contribs)
Removed claim: author (P16): Item:Q658636
RedirectionBot (talk | contribs)
Changed an Item
Property / author
 
Property / author: John G. M. Schoenmakers / rank
 
Normal rank

Revision as of 10:18, 20 February 2024

scientific article
Language Label Description Also known as
English
From structural assumptions to a link between assets and interest rates
scientific article

    Statements

    From structural assumptions to a link between assets and interest rates (English)
    0 references
    0 references
    0 references
    12 December 2008
    0 references
    assets
    0 references
    interest rates
    0 references
    testable relation
    0 references
    asset index
    0 references
    volatility structure
    0 references
    short rate
    0 references
    homogeneous
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references