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

Fischer, Tom ; May, Angelika ; Walther, Brigitte (2002)
Simulation of the yield curve: checking a Cox-Ingersoll-Ross model.
Book, Bibliographie

Item Type: Book
Erschienen: 2002
Creators: Fischer, Tom ; May, Angelika ; Walther, Brigitte
Type of entry: Bibliographie
Title: Simulation of the yield curve: checking a Cox-Ingersoll-Ross model
Language: English
Date: 2002
Place of Publication: Darmstadt
Publisher: Technische Universitaet Darmstadt, Fachbereich Mathematik
Series Volume: 2226
Collation: 27 S.
Divisions: 04 Department of Mathematics
Date Deposited: 19 Nov 2008 16:28
Last Modified: 05 Mar 2013 08:53
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