On the Geometry of the Term Structure of Interest Rates

Publikation: Wissenschaftliche Fachzeitschrift › Originalbeitrag in Fachzeitschrift › Begutachtung

Originalsprache	Englisch
Seiten (von - bis)	129 - 167
Fachzeitschrift	Proceedings of The Royal Society of London A, Mathematical, Physical and Engineering Sciences
Jahrgang	460
Publikationsstatus	Veröffentlicht - 1 Feb. 2004

Zitat

@article{4e85229ca84a41baa5478265df0621fb,

title = "On the Geometry of the Term Structure of Interest Rates",

author = "Damir Filipovic and Josef Teichmann",

year = "2004",

month = feb,

day = "1",

language = "English",

volume = "460",

pages = "129 -- 167",

journal = "Proceedings of The Royal Society of London A, Mathematical, Physical and Engineering Sciences",

issn = "1364-5021",

publisher = "Royal Society Publishing",

}

TY - JOUR

T1 - On the Geometry of the Term Structure of Interest Rates

AU - Filipovic, Damir

AU - Teichmann, Josef

PY - 2004/2/1

Y1 - 2004/2/1

M3 - Journal article

SN - 1364-5021

VL - 460

SP - 129

EP - 167

JO - Proceedings of The Royal Society of London A, Mathematical, Physical and Engineering Sciences

JF - Proceedings of The Royal Society of London A, Mathematical, Physical and Engineering Sciences

ER -