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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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Category

Testo

Nature

Monografia

Title

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

Names

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

Dewey class

332.82 Economia finanziaria. Interesse.

BNI subject

Interessi - Tasso

Description

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

Physical description

76 p. ; 30 cm

Note

N. 236.

Date

1994

Place of publication

[Roma]

Village

ITALIA

Tongue

INGLESE

Title Opera

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

Source

Biblioteche SBN Sardegna

ID

IT\ICCU\UFI\0225125

Resources links

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

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