Title |
On the calibration of the cheyette interest rate model / Ingo Beyna ; Uwe Wystup. Frankfurt School of Finance Management, Bankakademie, HfB |
|---|---|
Involved |
Ingo Beyna (Verfasser) |
Published |
Frankfurt, M.: Frankfurt School of Finance & Management |
Extent |
52 S. : graph. Darst. |
Language |
|
Country |
|
Topic |
|
Subject |
Zinsswap |
Series |
Working paper series / Centre for Practical Quantitative Finance ; No. 25 |
Further information |
Literaturangaben |
Record ID |
100768335X |
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