An evalution of multi-factor CIR models using LIBOR, swap rates, and cap and swaption prices:
Gespeichert in:
| Beteilige Person: | |
|---|---|
| Format: | Buch |
| Sprache: | Englisch |
| Veröffentlicht: |
Cambridge, Mass.
National Bureau of Economic Research
2001
|
| Schriftenreihe: | National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series
8682 |
| Schlagwörter: | |
| Umfang: | [41] S. graph. Darst. |
Internformat
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| id | DE-604.BV035058950 |
| illustrated | Illustrated |
| indexdate | 2024-12-20T13:19:09Z |
| institution | BVB |
| language | English |
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| publishDate | 2001 |
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| series | National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series |
| series2 | National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series |
| spelling | Jagannathan, Ravi 1949- Verfasser (DE-588)129325570 aut An evalution of multi-factor CIR models using LIBOR, swap rates, and cap and swaption prices Ravi Jagannathan ; Andrew Kaplin ; Steve Guoqiang Sun Cambridge, Mass. National Bureau of Economic Research 2001 [41] S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series 8682 Swaps (Finance) Prices Kaplin, Andrew Sonstige oth Sun, Steve Guoqiang Sonstige (DE-588)12408141X oth National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series 8682 (DE-604)BV002801238 8682 |
| spellingShingle | Jagannathan, Ravi 1949- An evalution of multi-factor CIR models using LIBOR, swap rates, and cap and swaption prices National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series Swaps (Finance) Prices |
| title | An evalution of multi-factor CIR models using LIBOR, swap rates, and cap and swaption prices |
| title_auth | An evalution of multi-factor CIR models using LIBOR, swap rates, and cap and swaption prices |
| title_exact_search | An evalution of multi-factor CIR models using LIBOR, swap rates, and cap and swaption prices |
| title_full | An evalution of multi-factor CIR models using LIBOR, swap rates, and cap and swaption prices Ravi Jagannathan ; Andrew Kaplin ; Steve Guoqiang Sun |
| title_fullStr | An evalution of multi-factor CIR models using LIBOR, swap rates, and cap and swaption prices Ravi Jagannathan ; Andrew Kaplin ; Steve Guoqiang Sun |
| title_full_unstemmed | An evalution of multi-factor CIR models using LIBOR, swap rates, and cap and swaption prices Ravi Jagannathan ; Andrew Kaplin ; Steve Guoqiang Sun |
| title_short | An evalution of multi-factor CIR models using LIBOR, swap rates, and cap and swaption prices |
| title_sort | an evalution of multi factor cir models using libor swap rates and cap and swaption prices |
| topic | Swaps (Finance) Prices |
| topic_facet | Swaps (Finance) Prices |
| volume_link | (DE-604)BV002801238 |
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