A simulation study of binomial term structure models: their stability and the term structure movements they imply
Saved in:
| Main Authors: | , |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Bonn
Univ., Sonderforschungsbereich 303
1993
|
| Series: | Discussion paper / Sonderforschungsbereich 303 "Information und die Koordination Wirtschaftlicher Aktivitäten", Projektbereich B
238 |
| Physical Description: | III,28 S. graph. Darst. |
Staff View
MARC
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| 100 | 1 | |a Sandmann, Klaus |e Verfasser |4 aut | |
| 245 | 1 | 0 | |a A simulation study of binomial term structure models |b their stability and the term structure movements they imply |c Klaus Sandmann and Erik Schlögl |
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Record in the Search Index
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| author | Sandmann, Klaus Schlögl, Erik 1966- |
| author_GND | (DE-588)118200259 |
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| id | DE-604.BV024466662 |
| illustrated | Illustrated |
| indexdate | 2024-07-09T22:00:12Z |
| institution | BVB |
| language | English |
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| owner_facet | DE-83 |
| physical | III,28 S. graph. Darst. |
| publishDate | 1993 |
| publishDateSearch | 1993 |
| publishDateSort | 1993 |
| publisher | Univ., Sonderforschungsbereich 303 |
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| series2 | Discussion paper / Sonderforschungsbereich 303 "Information und die Koordination Wirtschaftlicher Aktivitäten", Projektbereich B |
| spelling | Sandmann, Klaus Verfasser aut A simulation study of binomial term structure models their stability and the term structure movements they imply Klaus Sandmann and Erik Schlögl Bonn Univ., Sonderforschungsbereich 303 1993 III,28 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Discussion paper / Sonderforschungsbereich 303 "Information und die Koordination Wirtschaftlicher Aktivitäten", Projektbereich B 238 Schlögl, Erik 1966- Verfasser (DE-588)118200259 aut Sonderforschungsbereich Information und die Koordination Wirtschaftlicher Aktivitäten Projektbereich Variable und Informationsabhängige Strukturen Discussion paper 238 (DE-604)BV004849776 238 |
| spellingShingle | Sandmann, Klaus Schlögl, Erik 1966- A simulation study of binomial term structure models their stability and the term structure movements they imply |
| title | A simulation study of binomial term structure models their stability and the term structure movements they imply |
| title_auth | A simulation study of binomial term structure models their stability and the term structure movements they imply |
| title_exact_search | A simulation study of binomial term structure models their stability and the term structure movements they imply |
| title_full | A simulation study of binomial term structure models their stability and the term structure movements they imply Klaus Sandmann and Erik Schlögl |
| title_fullStr | A simulation study of binomial term structure models their stability and the term structure movements they imply Klaus Sandmann and Erik Schlögl |
| title_full_unstemmed | A simulation study of binomial term structure models their stability and the term structure movements they imply Klaus Sandmann and Erik Schlögl |
| title_short | A simulation study of binomial term structure models |
| title_sort | a simulation study of binomial term structure models their stability and the term structure movements they imply |
| title_sub | their stability and the term structure movements they imply |
| volume_link | (DE-604)BV004849776 |
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