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Pricing interest rate derivatives under different interest rate modeling: a critical and empirical comparison

Authors :
Antonio De Simone
Source :
Investment Management & Financial Innovations, Vol 7, Iss 2 (2010)
Publication Year :
2010
Publisher :
LLC "CPC "Business Perspectives", 2010.

Subjects

Subjects :
Finance
HG1-9999

Details

Language :
English
ISSN :
18104967 and 18129358
Volume :
7
Issue :
2
Database :
Directory of Open Access Journals
Journal :
Investment Management & Financial Innovations
Publication Type :
Academic Journal
Accession number :
edsdoj.b1a8de5b3944f149fa0b2ef29f31363
Document Type :
article