An evalution of multi-factor CIR models using LIBOR, swap rates, and cap and swaption prices:
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Cambridge, Mass.
National Bureau of Economic Research
2001
|
| Schriftenreihe: | National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series
8682 |
| Schlagworte: | |
| Beschreibung: | [41] S. graph. Darst. |
Internformat
MARC
| LEADER | 00000nam a2200000 cb4500 | ||
|---|---|---|---|
| 001 | BV035058950 | ||
| 003 | DE-604 | ||
| 005 | 20081008 | ||
| 007 | t | ||
| 008 | 080918s2001 d||| |||| 00||| eng d | ||
| 035 | |a (OCoLC)48934453 | ||
| 035 | |a (DE-599)BVBBV035058950 | ||
| 040 | |a DE-604 |b ger |e rakwb | ||
| 041 | 0 | |a eng | |
| 049 | |a DE-19 | ||
| 050 | 0 | |a HB1 | |
| 100 | 1 | |a Jagannathan, Ravi |d 1949- |e Verfasser |0 (DE-588)129325570 |4 aut | |
| 245 | 1 | 0 | |a An evalution 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 National Bureau of Economic Research |c 2001 | |
| 300 | |a [41] S. |b graph. Darst. | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 490 | 1 | |a National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series |v 8682 | |
| 650 | 4 | |a Swaps (Finance) |x Prices | |
| 700 | 1 | |a Kaplin, Andrew |e Sonstige |4 oth | |
| 700 | 1 | |a Sun, Steve Guoqiang |e Sonstige |0 (DE-588)12408141X |4 oth | |
| 830 | 0 | |a National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series |v 8682 |w (DE-604)BV002801238 |9 8682 | |
| 999 | |a oai:aleph.bib-bvb.de:BVB01-016727484 | ||
Datensatz im Suchindex
| _version_ | 1804138002324127744 |
|---|---|
| adam_txt | |
| any_adam_object | |
| any_adam_object_boolean | |
| author | Jagannathan, Ravi 1949- |
| author_GND | (DE-588)129325570 (DE-588)12408141X |
| author_facet | Jagannathan, Ravi 1949- |
| author_role | aut |
| author_sort | Jagannathan, Ravi 1949- |
| author_variant | r j rj |
| building | Verbundindex |
| bvnumber | BV035058950 |
| callnumber-first | H - Social Science |
| callnumber-label | HB1 |
| callnumber-raw | HB1 |
| callnumber-search | HB1 |
| callnumber-sort | HB 11 |
| callnumber-subject | HB - Economic Theory and Demography |
| ctrlnum | (OCoLC)48934453 (DE-599)BVBBV035058950 |
| format | Book |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>01230nam a2200313 cb4500</leader><controlfield tag="001">BV035058950</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">20081008 </controlfield><controlfield tag="007">t</controlfield><controlfield tag="008">080918s2001 d||| |||| 00||| eng d</controlfield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)48934453</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV035058950</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">rakwb</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-19</subfield></datafield><datafield tag="050" ind1=" " ind2="0"><subfield code="a">HB1</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Jagannathan, Ravi</subfield><subfield code="d">1949-</subfield><subfield code="e">Verfasser</subfield><subfield code="0">(DE-588)129325570</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">An evalution of multi-factor CIR models using LIBOR, swap rates, and cap and swaption prices</subfield><subfield code="c">Ravi Jagannathan ; Andrew Kaplin ; Steve Guoqiang Sun</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Cambridge, Mass.</subfield><subfield code="b">National Bureau of Economic Research</subfield><subfield code="c">2001</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">[41] S.</subfield><subfield code="b">graph. Darst.</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">n</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">nc</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="490" ind1="1" ind2=" "><subfield code="a">National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series</subfield><subfield code="v">8682</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Swaps (Finance)</subfield><subfield code="x">Prices</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Kaplin, Andrew</subfield><subfield code="e">Sonstige</subfield><subfield code="4">oth</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Sun, Steve Guoqiang</subfield><subfield code="e">Sonstige</subfield><subfield code="0">(DE-588)12408141X</subfield><subfield code="4">oth</subfield></datafield><datafield tag="830" ind1=" " ind2="0"><subfield code="a">National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series</subfield><subfield code="v">8682</subfield><subfield code="w">(DE-604)BV002801238</subfield><subfield code="9">8682</subfield></datafield><datafield tag="999" ind1=" " ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-016727484</subfield></datafield></record></collection> |
| id | DE-604.BV035058950 |
| illustrated | Illustrated |
| index_date | 2024-07-02T21:59:47Z |
| indexdate | 2024-07-09T21:21:16Z |
| institution | BVB |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-016727484 |
| oclc_num | 48934453 |
| open_access_boolean | |
| owner | DE-19 DE-BY-UBM |
| owner_facet | DE-19 DE-BY-UBM |
| physical | [41] S. graph. Darst. |
| publishDate | 2001 |
| publishDateSearch | 2001 |
| publishDateSort | 2001 |
| publisher | National Bureau of Economic Research |
| record_format | marc |
| series | National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series |
| series2 | National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series |
| spelling | Jagannathan, Ravi 1949- Verfasser (DE-588)129325570 aut An evalution of multi-factor CIR models using LIBOR, swap rates, and cap and swaption prices Ravi Jagannathan ; Andrew Kaplin ; Steve Guoqiang Sun Cambridge, Mass. National Bureau of Economic Research 2001 [41] S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series 8682 Swaps (Finance) Prices Kaplin, Andrew Sonstige oth Sun, Steve Guoqiang Sonstige (DE-588)12408141X oth National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series 8682 (DE-604)BV002801238 8682 |
| spellingShingle | Jagannathan, Ravi 1949- An evalution of multi-factor CIR models using LIBOR, swap rates, and cap and swaption prices National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series Swaps (Finance) Prices |
| title | An evalution of multi-factor CIR models using LIBOR, swap rates, and cap and swaption prices |
| title_auth | An evalution of multi-factor CIR models using LIBOR, swap rates, and cap and swaption prices |
| title_exact_search | An evalution of multi-factor CIR models using LIBOR, swap rates, and cap and swaption prices |
| title_exact_search_txtP | An evalution of multi-factor CIR models using LIBOR, swap rates, and cap and swaption prices |
| title_full | An evalution of multi-factor CIR models using LIBOR, swap rates, and cap and swaption prices Ravi Jagannathan ; Andrew Kaplin ; Steve Guoqiang Sun |
| title_fullStr | An evalution 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 evalution of multi-factor CIR models using LIBOR, swap rates, and cap and swaption prices Ravi Jagannathan ; Andrew Kaplin ; Steve Guoqiang Sun |
| title_short | An evalution of multi-factor CIR models using LIBOR, swap rates, and cap and swaption prices |
| title_sort | an evalution of multi factor cir models using libor swap rates and cap and swaption prices |
| topic | Swaps (Finance) Prices |
| topic_facet | Swaps (Finance) Prices |
| volume_link | (DE-604)BV002801238 |
| work_keys_str_mv | AT jagannathanravi anevalutionofmultifactorcirmodelsusingliborswapratesandcapandswaptionprices AT kaplinandrew anevalutionofmultifactorcirmodelsusingliborswapratesandcapandswaptionprices AT sunsteveguoqiang anevalutionofmultifactorcirmodelsusingliborswapratesandcapandswaptionprices |