Approximation of interest rate derivatives' prices by Gram-Charlier expansion and bond moments:
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| Main Authors: | , , |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Tokyo
IMES
2005
|
| Series: | Discussion paper series / Institute for Monetary and Economic Studies, Bank of Japan
2005,16 |
| Subjects: | |
| Physical Description: | 25 S. graph. Darst. |
Staff View
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| series2 | Discussion paper series / Institute for Monetary and Economic Studies, Bank of Japan |
| spelling | Tanaka, Keiichi Verfasser (DE-588)130606979 aut Approximation of interest rate derivatives' prices by Gram-Charlier expansion and bond moments Keiichi Tanaka, Takeshi Yamada, Toshiaki Watanabe Tokyo IMES 2005 25 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Discussion paper series / Institute for Monetary and Economic Studies, Bank of Japan 2005,16 Ökonometrisches Modell Bond market Econometric models Capital market Derivative securities Econometric models Yamada, Takeshi Verfasser aut Watanabe, Toshiaki Verfasser aut Institute for Monetary and Economic Studies, Bank of Japan Discussion paper series 2005,16 (DE-604)BV010647223 2005,16 |
| spellingShingle | Tanaka, Keiichi Yamada, Takeshi Watanabe, Toshiaki Approximation of interest rate derivatives' prices by Gram-Charlier expansion and bond moments Ökonometrisches Modell Bond market Econometric models Capital market Derivative securities Econometric models |
| title | Approximation of interest rate derivatives' prices by Gram-Charlier expansion and bond moments |
| title_auth | Approximation of interest rate derivatives' prices by Gram-Charlier expansion and bond moments |
| title_exact_search | Approximation of interest rate derivatives' prices by Gram-Charlier expansion and bond moments |
| title_exact_search_txtP | Approximation of interest rate derivatives' prices by Gram-Charlier expansion and bond moments |
| title_full | Approximation of interest rate derivatives' prices by Gram-Charlier expansion and bond moments Keiichi Tanaka, Takeshi Yamada, Toshiaki Watanabe |
| title_fullStr | Approximation of interest rate derivatives' prices by Gram-Charlier expansion and bond moments Keiichi Tanaka, Takeshi Yamada, Toshiaki Watanabe |
| title_full_unstemmed | Approximation of interest rate derivatives' prices by Gram-Charlier expansion and bond moments Keiichi Tanaka, Takeshi Yamada, Toshiaki Watanabe |
| title_short | Approximation of interest rate derivatives' prices by Gram-Charlier expansion and bond moments |
| title_sort | approximation of interest rate derivatives prices by gram charlier expansion and bond moments |
| topic | Ökonometrisches Modell Bond market Econometric models Capital market Derivative securities Econometric models |
| topic_facet | Ökonometrisches Modell Bond market Econometric models Capital market Derivative securities Econometric models |
| volume_link | (DE-604)BV010647223 |
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