Ein Zweifaktormodell der Zinsstruktur
Subtitle: empirische Analyse und Bewertung zinsderivativer Finanzinstrumente
By: von Tom Haverkamp.
Series: Bank- und finanzwirtschaftliche Forschungen ;; Bd. 170
Publisher: P. Haupt
Published: 1993
Place of publication: Bern
Language: ger
Number of pages: 208
Subjects: Interest rates -- Mathematical models.
Notes: Includes bibliographical references (p. 191-208).
Originally presented as the author's thesis (doctoral)--Hochschule St. Gallen, 1992.