Advanced Financial Risk Management, Second Edition (Tools and Techniques for Integrated Credit Risk and Interest Rate Risk Management) || HJM Interest Rate Modeling with Rate and Maturity-Dependent Volatility
van Deventer, Donald R., Imai, Kenji, Mesler, MarkVolume:
10.1002/97
Year:
2013
Language:
english
DOI:
10.1002/9781118597217.ch7
File:
PDF, 147 KB
english, 2013