مرکز منطقه ای اطلاع رساني علوم و فناوري - A comparative evaluation of alternative models of the term structure of interest rates

Title of article :

A comparative evaluation of alternative models of the term structure of interest rates

Author/Authors :

G. Boero، نويسنده , , C. Torricelli، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 1996

Pages :

From page :

205

To page :

223

Keywords :

Arbitrage , Term structure , Interest rates , Volatility , General equilibrium

Journal title :

European Journal of Operational Research

Serial Year :

1996

Journal title :

European Journal of Operational Research

Record number :

211777

Link To Document :