Short-term interest rate models: Valuing interest rate derivatives using a Monte-Carlo approach


Autoria(s): Treepongkaruna, S.; Gray, S. F.
Contribuinte(s)

R. Faff

Data(s)

01/01/2003

Identificador

http://espace.library.uq.edu.au/view/UQ:64481

Publicador

Blackwell Publishing

Palavras-Chave #C1 #350301 Finance #720000 - Economic Framework
Tipo

Journal Article