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

Nonparametric pricing of interest rate derivative securities

by

Nonparametric pricing of interest rate deriva ...
Yacine Aït-Sahalia, Yacine Aït ...
Locate

My Reading Lists:

Create a new list

Check-In

×Close
Add an optional check-in date. Check-in dates are used to track yearly reading goals.
Today
Notes
Notes

Buy this book

Last edited by WorkBot
January 29, 2010 | History
Edit
An edition of Nonparametric pricing of interest rate derivative securities (1995)

Nonparametric pricing of interest rate derivative securities

by

This edition doesn't have a description yet. Can you add one?

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

Buy this book

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

Add another edition?

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

Community Reviews (0)

Feedback?
No community reviews have been submitted for this work.

Lists

This work does not appear on any lists.

History

Download catalog record: RDF / JSON
January 29, 2010 Edited by WorkBot add more information to works
December 11, 2009 Created by WorkBot add works page