An evaluation of multi-factor CIR models using LIBOR, swap rates, and CAP and swaption prices:
Gespeichert in:
| Hauptverfasser: | , , |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Cambridge, Mass.
NBER
2001
|
| Schriftenreihe: | Working paper series / National Bureau of Economic Research
8682 |
| Online-Zugang: | Volltext |
| Beschreibung: | [40] S. graph. Darst. 22 cm |
Internformat
MARC
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| 245 | 1 | 0 | |a An evaluation of multi-factor CIR models using LIBOR, swap rates, and CAP and swaption prices |c Ravi Jagannathan ; Andrew Kaplin ; Steve Guoqiang Sun |
| 264 | 1 | |a Cambridge, Mass. |b NBER |c 2001 | |
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Datensatz im Suchindex
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| illustrated | Illustrated |
| index_date | 2024-07-02T22:41:24Z |
| indexdate | 2024-07-09T21:25:05Z |
| institution | BVB |
| language | English |
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| physical | [40] S. graph. Darst. 22 cm |
| publishDate | 2001 |
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| series2 | Working paper series / National Bureau of Economic Research |
| spelling | Jagannathan, Ravi 1949- Verfasser (DE-588)129325570 aut An evaluation of multi-factor CIR models using LIBOR, swap rates, and CAP and swaption prices Ravi Jagannathan ; Andrew Kaplin ; Steve Guoqiang Sun Cambridge, Mass. NBER 2001 [40] S. graph. Darst. 22 cm txt rdacontent n rdamedia nc rdacarrier Working paper series / National Bureau of Economic Research 8682 Kaplin, Andrew Verfasser aut Sun, Steve Guoqiang Verfasser (DE-588)12408141X aut Erscheint auch als Online-Ausgabe National Bureau of Economic Research <Cambridge, Mass.> NBER working paper series 8682 (DE-604)BV002801238 8682 http://papers.nber.org/papers/w8682.pdf kostenfrei Volltext |
| spellingShingle | Jagannathan, Ravi 1949- Kaplin, Andrew Sun, Steve Guoqiang An evaluation of multi-factor CIR models using LIBOR, swap rates, and CAP and swaption prices |
| title | An evaluation of multi-factor CIR models using LIBOR, swap rates, and CAP and swaption prices |
| title_auth | An evaluation of multi-factor CIR models using LIBOR, swap rates, and CAP and swaption prices |
| title_exact_search | An evaluation of multi-factor CIR models using LIBOR, swap rates, and CAP and swaption prices |
| title_exact_search_txtP | An evaluation of multi-factor CIR models using LIBOR, swap rates, and CAP and swaption prices |
| title_full | An evaluation of multi-factor CIR models using LIBOR, swap rates, and CAP and swaption prices Ravi Jagannathan ; Andrew Kaplin ; Steve Guoqiang Sun |
| title_fullStr | An evaluation 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 evaluation of multi-factor CIR models using LIBOR, swap rates, and CAP and swaption prices Ravi Jagannathan ; Andrew Kaplin ; Steve Guoqiang Sun |
| title_short | An evaluation of multi-factor CIR models using LIBOR, swap rates, and CAP and swaption prices |
| title_sort | an evaluation of multi factor cir models using libor swap rates and cap and swaption prices |
| url | http://papers.nber.org/papers/w8682.pdf |
| volume_link | (DE-604)BV002801238 |
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