Closed form term structure derivatives in a Heath-Jarrow Morton model with log-normal annually compounded interest rates:
Gespeichert in:
| Hauptverfasser: | , , |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Bonn
Univ., Sonderforschungsbereich 303
1994
|
| Schriftenreihe: | Discussion paper / Sonderforschungsbereich 303 "Information und die Koordination Wirtschaftlicher Aktivitäten", Projektbereich B
285 |
| Beschreibung: | 20 S.: graph. Darst. |
Internformat
MARC
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| 100 | 1 | |a Sandmann, Klaus |e Verfasser |4 aut | |
| 245 | 1 | 0 | |a Closed form term structure derivatives in a Heath-Jarrow Morton model with log-normal annually compounded interest rates |c Klaus Sandmann ; Dieter Sondermann ; Kristian Miltersen |
| 264 | 1 | |a Bonn |b Univ., Sonderforschungsbereich 303 |c 1994 | |
| 300 | |a 20 S.: graph. Darst. | ||
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| 490 | 1 | |a Discussion paper / Sonderforschungsbereich 303 "Information und die Koordination Wirtschaftlicher Aktivitäten", Projektbereich B |v 285 | |
| 700 | 1 | |a Sondermann, Dieter |e Verfasser |4 aut | |
| 700 | 1 | |a Miltersen, Kristian |e Verfasser |4 aut | |
| 810 | 2 | |a Sonderforschungsbereich Information und die Koordination Wirtschaftlicher Aktivitäten |p Projektbereich Variable und Informationsabhängige Strukturen |t Discussion paper |v 285 |w (DE-604)BV004849776 |9 285 | |
| 999 | |a oai:aleph.bib-bvb.de:BVB01-018445754 | ||
Datensatz im Suchindex
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| author | Sandmann, Klaus Sondermann, Dieter Miltersen, Kristian |
| author_facet | Sandmann, Klaus Sondermann, Dieter Miltersen, Kristian |
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| author_sort | Sandmann, Klaus |
| author_variant | k s ks d s ds k m km |
| building | Verbundindex |
| bvnumber | BV024469783 |
| ctrlnum | (OCoLC)916297700 (DE-599)BVBBV024469783 |
| format | Book |
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| id | DE-604.BV024469783 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-09T22:00:16Z |
| institution | BVB |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-018445754 |
| oclc_num | 916297700 |
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| owner_facet | DE-83 |
| physical | 20 S.: graph. Darst. |
| publishDate | 1994 |
| publishDateSearch | 1994 |
| publishDateSort | 1994 |
| publisher | Univ., Sonderforschungsbereich 303 |
| record_format | marc |
| series2 | Discussion paper / Sonderforschungsbereich 303 "Information und die Koordination Wirtschaftlicher Aktivitäten", Projektbereich B |
| spelling | Sandmann, Klaus Verfasser aut Closed form term structure derivatives in a Heath-Jarrow Morton model with log-normal annually compounded interest rates Klaus Sandmann ; Dieter Sondermann ; Kristian Miltersen Bonn Univ., Sonderforschungsbereich 303 1994 20 S.: graph. Darst. txt rdacontent n rdamedia nc rdacarrier Discussion paper / Sonderforschungsbereich 303 "Information und die Koordination Wirtschaftlicher Aktivitäten", Projektbereich B 285 Sondermann, Dieter Verfasser aut Miltersen, Kristian Verfasser aut Sonderforschungsbereich Information und die Koordination Wirtschaftlicher Aktivitäten Projektbereich Variable und Informationsabhängige Strukturen Discussion paper 285 (DE-604)BV004849776 285 |
| spellingShingle | Sandmann, Klaus Sondermann, Dieter Miltersen, Kristian Closed form term structure derivatives in a Heath-Jarrow Morton model with log-normal annually compounded interest rates |
| title | Closed form term structure derivatives in a Heath-Jarrow Morton model with log-normal annually compounded interest rates |
| title_auth | Closed form term structure derivatives in a Heath-Jarrow Morton model with log-normal annually compounded interest rates |
| title_exact_search | Closed form term structure derivatives in a Heath-Jarrow Morton model with log-normal annually compounded interest rates |
| title_full | Closed form term structure derivatives in a Heath-Jarrow Morton model with log-normal annually compounded interest rates Klaus Sandmann ; Dieter Sondermann ; Kristian Miltersen |
| title_fullStr | Closed form term structure derivatives in a Heath-Jarrow Morton model with log-normal annually compounded interest rates Klaus Sandmann ; Dieter Sondermann ; Kristian Miltersen |
| title_full_unstemmed | Closed form term structure derivatives in a Heath-Jarrow Morton model with log-normal annually compounded interest rates Klaus Sandmann ; Dieter Sondermann ; Kristian Miltersen |
| title_short | Closed form term structure derivatives in a Heath-Jarrow Morton model with log-normal annually compounded interest rates |
| title_sort | closed form term structure derivatives in a heath jarrow morton model with log normal annually compounded interest rates |
| volume_link | (DE-604)BV004849776 |
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