A multi-quality model of interest rates

DOI10.1080/14697680802624963zbMath1158.91353MaRDI QIDQ3623404

No author found.

Publication date: 20 April 2009

Published in: Quantitative Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/14697680802624963

zbMATH Keywords

interest rates; pricing model; yield curves

Mathematics Subject Classification ID

91B24: Microeconomic theory (price theory and economic markets)

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Cites Work

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