A Multifactor Spot Rate Model for the Pricing of Interest...

A Multifactor Spot Rate Model for the Pricing of Interest Rate Derivatives

Sandra Peterson, Richard C. Stapleton and Marti G. Subrahmanyam
How much do you like this book?
What’s the quality of the file?
Download the book for quality assessment
What’s the quality of the downloaded files?
Volume:
38
Language:
english
Journal:
The Journal of Financial and Quantitative Analysis
DOI:
10.2307/4126746
Date:
December, 2003
File:
PDF, 976 KB
english, 2003
Conversion to is in progress
Conversion to is failed