An edition of Nonparametric pricing of interest rate derivative securities (1995)

Nonparametric pricing of interest rate derivative securities

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Nonparametric pricing of interest rate deriva ...
Yacine Aït-Sahalia, Yacine Aït ...
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Last edited by WorkBot
December 15, 2009 | History
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An edition of Nonparametric pricing of interest rate derivative securities (1995)

Nonparametric pricing of interest rate derivative securities

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Publish Date
Publisher
National Bureau of Economic Research
Language
English
Pages
39

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Subjects

Mathematical models, Valuation, Securities, Interest rates, Fixed-income securities, Derivative securities
Edition Availability
Cover of: Nonparametric pricing of interest rate derivative securities
Nonparametric pricing of interest rate derivative securities
1995, National Bureau of Economic Research
in English

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Book Details

Edition Notes

"November 1995."

Includes bibliographical references (p. 32-34).

Electronic access limited to Binghamton University faculty, staff and students for instructional and research purposes only.

Electronic version available via the Internet at the NBER World Wide Web site.

Published in
Cambridge, MA
Series
NBER working paper series -- working paper no. 5345, Working paper series (National Bureau of Economic Research) -- working paper no. 5345.

The Physical Object

Pagination
39, [4] p. :
Number of pages
39

ID Numbers

Open Library
OL22416565M

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December 15, 2009 Edited by WorkBot link works
November 12, 2008 Created by ImportBot Imported from Binghamton University MARC record