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The term structure of interest rates · Study

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ChapterThe term structure of interest rates

Bernard Dumas1996

Chapter1996

The term structure of interest rates

Bernard Dumas · Blaise Allaz

24 citations·0/0 files stored·Springer eBooks

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Stochastic processes and financial applications Financial Markets and Investment Strategies Credit Risk and Financial Regulations

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1939Value and Capital 1981A Re-Examination of Traditional Hypotheses about the Term Structure of Interest Rates 1975THE TAX‐ADJUSTED YIELD CURVE 1971Measuring the Term Structure of Interest Rates 2017From ‘Some Theoretical Problems Suggested by the Movements of Interest Rates, Bond Yield, and Stock Prices in the United States Since 1856’1957The Term Structure of Interest Rates 1940The Structure of Interest Rates 1979Duration and the Measurement of Basis Risk

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1982Monetary randomness and investment

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Year1996

Typechapter

Published1996-01-01

VenueSpringer eBooks

Languageen

Citations24

Files0 public / 0

ShelfStochastic processes and financial applications

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doi10.1007/978-1-4899-7116-6_9

openalex_workW8611210

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