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Alternative estimators of the Cox, Ingersoll and Ross model of the term structure of interest rates : a Monte Carlo comparison

Bianchi, Carlo <1943-...>

Alternative estimators of the Cox, Ingersoll and Ross model of the term structure of interest rates : a Monte Carlo comparison

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Titolo

Alternative estimators of the Cox, Ingersoll and Ross model of the term structure of interest rates : a Monte Carlo comparison

Nomi

[Autore] Bianchi, Carlo <1943-...>
[Autore] Cesari, Riccardo <1958- >
[Autore] Panattoni, Lorenzo

Classe Dewey

332.82 Economia finanziaria. Interesse.

Soggetto BNI

Interessi - Tasso

Descrizione

Alternative estimators of the Cox, Ingersoll and Ross model of the term structure of interest rates : a Monte Carlo comparison / by C. Bianchi, R. Cesari and L. Panattoni

Descrizione Fisica

76 p. ; 30 cm

Note

N. 236.

Data

1994

Luogo di pubblicazione

[Roma]

Paese

ITALIA

Lingua

INGLESE

Titolo Opera

Alternative estimators of the Cox, Ingersoll and Ross model of the term structure of interest rates.

Fonte

Biblioteche SBN Sardegna

ID

IT\ICCU\UFI\0225125

Link Risorse

http://id.sbn.it/bid/UFI0225125

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