Pricing interest rate derivatives under different interest rate modeling: a critical and empirical comparison

Published April 23, 2010
Author(s)
Antonio De Simone
Article Info
Volume 7 2010, Issue #2
TO CITE

685 Views
358 Downloads

References
0
Tables
0
Figures
0

Download Preview

Close

Investment Management and Financial Innovations

Investment Management and Financial Innovations

COOKIES
The cookie settings on this website are set to 'allow all cookies' to give you the best experience.

If you continue without changing these settings, you consent to this Read more

Accept