An Efficient Series Expansion Approach to The Balduzzi, Das, Foresi and Sundaram Model of the Term Structure of Interest Rates

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An Efficient Series Expansion Approach to The Balduzzi, Das, Foresi and Sundaram Model of the Term Structure of Interest Rates

Magnus Hyll

2000

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Title: An Efficient Series Expansion Approach to The Balduzzi, Das, Foresi and Sundaram Model of the Term Structure of Interest Rates
Creators - without role: Magnus Hyll - Stockholm School of Economics, {Historical} Center for Finance
Identifiers: 991001480579106056
Academic Unit: {Historical} Center for Finance
Language: English
Resource Type: Other