AN EMPIRICAL INVESTIGATION OF THE FORWARD INTEREST RATE TERM STRUCTURE (Q4528084)
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scientific article; zbMATH DE number 1558391
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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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0.8628736138343811
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0.7786351442337036
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0.7776190042495728
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