Alternative estimators of the Cox, Ingersoll and Ross model of the term structure of interest rates: a Monte Carlo comparison
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Buch |
| Sprache: | Undetermined |
| Veröffentlicht: |
Rome
1994
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| Schriftenreihe: | Temi di discussione del Servizio Studi / Banca d'Italia
236 |
| Beschreibung: | 76 S. graph. Darst. |
Internformat
MARC
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| 700 | 1 | |a Panattoni, Lorenzo |e Sonstige |4 oth | |
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Datensatz im Suchindex
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| author | Bianchi, Carlo |
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| author_facet | Bianchi, Carlo |
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| author_sort | Bianchi, Carlo |
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| illustrated | Illustrated |
| indexdate | 2024-07-09T23:05:44Z |
| institution | BVB |
| language | Undetermined |
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| physical | 76 S. graph. Darst. |
| publishDate | 1994 |
| publishDateSearch | 1994 |
| publishDateSort | 1994 |
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| series2 | Temi di discussione del Servizio Studi / Banca d'Italia |
| spelling | Bianchi, Carlo Verfasser (DE-588)125870426 aut Alternative estimators of the Cox, Ingersoll and Ross model of the term structure of interest rates a Monte Carlo comparison by C. Bianchi, R. Cesari and L. Panattoni Rome 1994 76 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Temi di discussione del Servizio Studi / Banca d'Italia 236 Cesari, Riccardo Sonstige oth Panattoni, Lorenzo Sonstige oth Banca d'Italia Temi di discussione del Servizio Studi 236 (DE-604)BV026080739 236 |
| spellingShingle | Bianchi, Carlo Alternative estimators of the Cox, Ingersoll and Ross model of the term structure of interest rates a Monte Carlo comparison |
| title | Alternative estimators of the Cox, Ingersoll and Ross model of the term structure of interest rates a Monte Carlo comparison |
| title_auth | Alternative estimators of the Cox, Ingersoll and Ross model of the term structure of interest rates a Monte Carlo comparison |
| title_exact_search | Alternative estimators of the Cox, Ingersoll and Ross model of the term structure of interest rates a Monte Carlo comparison |
| title_full | Alternative estimators of the Cox, Ingersoll and Ross model of the term structure of interest rates a Monte Carlo comparison by C. Bianchi, R. Cesari and L. Panattoni |
| title_fullStr | Alternative estimators of the Cox, Ingersoll and Ross model of the term structure of interest rates a Monte Carlo comparison by C. Bianchi, R. Cesari and L. Panattoni |
| title_full_unstemmed | Alternative estimators of the Cox, Ingersoll and Ross model of the term structure of interest rates a Monte Carlo comparison by C. Bianchi, R. Cesari and L. Panattoni |
| title_short | Alternative estimators of the Cox, Ingersoll and Ross model of the term structure of interest rates |
| title_sort | alternative estimators of the cox ingersoll and ross model of the term structure of interest rates a monte carlo comparison |
| title_sub | a Monte Carlo comparison |
| volume_link | (DE-604)BV026080739 |
| work_keys_str_mv | AT bianchicarlo alternativeestimatorsofthecoxingersollandrossmodelofthetermstructureofinterestratesamontecarlocomparison AT cesaririccardo alternativeestimatorsofthecoxingersollandrossmodelofthetermstructureofinterestratesamontecarlocomparison AT panattonilorenzo alternativeestimatorsofthecoxingersollandrossmodelofthetermstructureofinterestratesamontecarlocomparison |