Nonparametric pricing of interest rate derivative securities
By: Yacine Ait-Sahalia.
Contributors: National Bureau of Economic Research.
Series: NBER working paper series -- working paper no. 5345; Working paper series (National Bureau of Economic Research) -- working paper no. 5345.
Publisher: National Bureau of Economic Research
Published: 1995
Place of publication: Cambridge, MA
Language: eng
Number of pages: 39
Subjects: Interest rates -- Mathematical models.; Derivative securities -- Mathematical models.; Fixed-income securities -- Valuation -- Mathematical models.; Securities -- Valuation -- Mathematical models.
Notes: "November 1995."

Includes bibliographical references (p. 32-34).

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