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The volatility of the instantaneous spot interest rate implied by arbitrage pricing—A dynamic Bayesian approach
✍ Scribed by Ramaprasad Bhar; Carl Chiarella; Hing Hung; Wolfgang J. Runggaldier
- Publisher
- Elsevier Science
- Year
- 2006
- Tongue
- English
- Weight
- 408 KB
- Volume
- 42
- Category
- Article
- ISSN
- 0005-1098
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