Pricing interest rate derivatives in a non-parametric two-factor term-structure model
Edición de la obra Pricing interest rate derivatives in a non-parametric two-factor term-structure model
| Autor | John L. Knight |
|---|---|
| Editorial | Bank of Canada |
| Fecha de publicación | 1999 |
| Lugar | [Ottawa] |
| Idioma | inglés |
| Páginas | 46 |
| ISBN-10 | 0662283279 |
| Serie | Bank of Canada working paper -- 99-19 · Working paper (Bank of Canada) -- 99-19. |
| Número de Cutter | K69p |