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The Market Model of Interest Rate Dynamics

✍ Scribed by Alan Brace; Dariusz G¸atarek; Marek Musiela

Book ID
108550406
Publisher
John Wiley and Sons
Year
1997
Tongue
English
Weight
212 KB
Volume
7
Category
Article
ISSN
0960-1627

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We thank Robert Webb (the Editor) and an anonymous referee for their extremely helpful comments and suggestions. We are also grateful to David Simon for his detailed discussion of an earlier version presented at the 2008 European Financial Management Annual Conference. The usual disclaimer applies.