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1998-11-22Buch DOI: 10.18452/3685
Higher Order Forward Rate Agreements and the Smoothness of the Term Structure
dc.contributor.authorJaschke, Stefan R.
dc.date.accessioned2017-06-15T21:47:43Z
dc.date.available2017-06-15T21:47:43Z
dc.date.created2006-01-13
dc.date.issued1998-11-22
dc.identifier.issn1436-1086
dc.identifier.urihttp://edoc.hu-berlin.de/18452/4337
dc.language.isoeng
dc.publisherHumboldt-Universität zu Berlin, Wirtschaftswissenschaftliche Fakultät
dc.rights.urihttp://rightsstatements.org/vocab/InC/1.0/
dc.subjectlinear programmingeng
dc.subjectarbitrageeng
dc.subjectterm structure of interest rateseng
dc.subjectsmoothing splineseng
dc.subjectforward rateseng
dc.subjectdominanceeng
dc.subject.ddc330 Wirtschaft
dc.titleHigher Order Forward Rate Agreements and the Smoothness of the Term Structure
dc.typebook
dc.identifier.urnurn:nbn:de:kobv:11-10056078
dc.identifier.doihttp://dx.doi.org/10.18452/3685
dc.subject.dnb17 Wirtschaft
local.edoc.container-titleSonderforschungsbereich 373: Quantification and Simulation of Economic Processes
local.edoc.pages35
local.edoc.type-nameBuch
local.edoc.container-typeseries
local.edoc.container-type-nameSchriftenreihe
local.edoc.container-volume1999
local.edoc.container-issue13
local.edoc.container-year1998
local.edoc.container-erstkatid2135319-0

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