Stable implied calibration of a multi-factor LIBOR model via a semi-parametric correlation structure:
Gespeichert in:
| Hauptverfasser: | , |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Berlin
WIAS
2000
|
| Schriftenreihe: | Weierstraß-Institut für Angewandte Analysis und Stochastik <Berlin>: Preprint
611 |
| Beschreibung: | 16 S. graph. Darst. : 30 cm |
Internformat
MARC
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| 490 | 1 | |a Weierstraß-Institut für Angewandte Analysis und Stochastik <Berlin>: Preprint |v 611 | |
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Datensatz im Suchindex
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| author | Schoenmakers, John Coffey, Brian |
| author_facet | Schoenmakers, John Coffey, Brian |
| author_role | aut aut |
| author_sort | Schoenmakers, John |
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| building | Verbundindex |
| bvnumber | BV013548876 |
| ctrlnum | (OCoLC)47316072 (DE-599)BVBBV013548876 |
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| id | DE-604.BV013548876 |
| illustrated | Illustrated |
| indexdate | 2024-07-09T18:47:46Z |
| institution | BVB |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-009251542 |
| oclc_num | 47316072 |
| open_access_boolean | |
| owner | DE-355 DE-BY-UBR |
| owner_facet | DE-355 DE-BY-UBR |
| physical | 16 S. graph. Darst. : 30 cm |
| publishDate | 2000 |
| publishDateSearch | 2000 |
| publishDateSort | 2000 |
| publisher | WIAS |
| record_format | marc |
| series | Weierstraß-Institut für Angewandte Analysis und Stochastik <Berlin>: Preprint |
| series2 | Weierstraß-Institut für Angewandte Analysis und Stochastik <Berlin>: Preprint |
| spelling | Schoenmakers, John Verfasser aut Stable implied calibration of a multi-factor LIBOR model via a semi-parametric correlation structure John Schoenmakers ; Brian Coffey Berlin WIAS 2000 16 S. graph. Darst. : 30 cm txt rdacontent n rdamedia nc rdacarrier Weierstraß-Institut für Angewandte Analysis und Stochastik <Berlin>: Preprint 611 Coffey, Brian Verfasser aut Weierstraß-Institut für Angewandte Analysis und Stochastik <Berlin>: Preprint 611 (DE-604)BV009885922 611 |
| spellingShingle | Schoenmakers, John Coffey, Brian Stable implied calibration of a multi-factor LIBOR model via a semi-parametric correlation structure Weierstraß-Institut für Angewandte Analysis und Stochastik <Berlin>: Preprint |
| title | Stable implied calibration of a multi-factor LIBOR model via a semi-parametric correlation structure |
| title_auth | Stable implied calibration of a multi-factor LIBOR model via a semi-parametric correlation structure |
| title_exact_search | Stable implied calibration of a multi-factor LIBOR model via a semi-parametric correlation structure |
| title_full | Stable implied calibration of a multi-factor LIBOR model via a semi-parametric correlation structure John Schoenmakers ; Brian Coffey |
| title_fullStr | Stable implied calibration of a multi-factor LIBOR model via a semi-parametric correlation structure John Schoenmakers ; Brian Coffey |
| title_full_unstemmed | Stable implied calibration of a multi-factor LIBOR model via a semi-parametric correlation structure John Schoenmakers ; Brian Coffey |
| title_short | Stable implied calibration of a multi-factor LIBOR model via a semi-parametric correlation structure |
| title_sort | stable implied calibration of a multi factor libor model via a semi parametric correlation structure |
| volume_link | (DE-604)BV009885922 |
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