A joint framework for consistently pricing interest rates and interest rate derivatives.

A joint framework for consistently pricing interest rates and interest rate derivatives.

Detalles Bibliográficos
Publicado en:Journal of financial and quantitative analysis V. 44, 1-4 (2009).
Autor principal: Heidari, Massoud
Formato: Artículo
Lenguaje:English
Materias:
Interest rates.
Estimating techniques.
Volatility.
Pricing policies.