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Simulation of the yield curve: checking a Cox-Ingersoll-Ross model

Fischer, Tom and May, Angelika and Walther, Brigitte (2002):
Simulation of the yield curve: checking a Cox-Ingersoll-Ross model.
2226, Darmstadt, Technische Universitaet Darmstadt, Fachbereich Mathematik, [Book]

Item Type: Book
Erschienen: 2002
Creators: Fischer, Tom and May, Angelika and Walther, Brigitte
Title: Simulation of the yield curve: checking a Cox-Ingersoll-Ross model
Language: English
Volume: 2226
Place of Publication: Darmstadt
Publisher: Technische Universitaet Darmstadt, Fachbereich Mathematik
Collation: 27 S.
Divisions: 04 Department of Mathematics
Date Deposited: 19 Nov 2008 16:28
License: [undefiniert]
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