Interest rate factor models term structure dynamics and derivatives pricing von Schlögl, Erik 1966-

Inhaltsverzeichnis

On short rate processes and their implications for term structure movements von Schlögl, Erik 1966-, Sommer, Daniel 1965-

Quantitative finance an object-oriented approach in C++ von Schlögl, Erik 1966-

A simulation study of binomial term structure models their stability and the term structure movements they imply von Sandmann, Klaus, Schlögl, Erik 1966-

Factor models and the shape of the term structure von Schlögl, Erik 1966-, Sommer, Daniel