A guide on the implementation of the Heath-Jarrow-Morton Two-Factor Gaussian Short Rate Model (HJM-G2++)
- Standort
-
Deutsche Nationalbibliothek Frankfurt am Main
- Umfang
-
Online-Ressource
- Sprache
-
Englisch
- Erschienen in
-
Berichte des Fraunhofer-Instituts für Techno- und Wirtschaftsmathematik (ITWM Report) ; 170
- Klassifikation
-
Wirtschaft
- Schlagwort
-
Hull White model
HJM
G2++ model
- Ereignis
-
Veröffentlichung
- (wo)
-
Kaiserslautern
- (wer)
-
Fraunhofer-Institut für Techno- und Wirtschaftsmathematik, Fraunhofer (ITWM)
- (wann)
-
2009
- Urheber
-
Acar, S.
Natcheva-Acar, K.
- URN
-
urn:nbn:de:hbz:386-kluedo-16237
- Rechteinformation
-
Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Letzte Aktualisierung
-
25.03.2025, 13:49 MEZ
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Beteiligte
- Acar, S.
- Natcheva-Acar, K.
- Fraunhofer-Institut für Techno- und Wirtschaftsmathematik, Fraunhofer (ITWM)
Entstanden
- 2009
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