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Interest Rate Derivatives: One Factor Spot Rate Models.

Authors :
Chiarella, Carl
He, Xue-Zhong
Nikitopoulos, Christina Sklibosios
Source :
Derivative Security Pricing; 2015, p469-504, 36p
Publication Year :
2015

Details

Language :
English
ISBNs :
9783662459058
Database :
Complementary Index
Journal :
Derivative Security Pricing
Publication Type :
Book
Accession number :
102798462
Full Text :
https://doi.org/10.1007/978-3-662-45906-5_23