1
Published 2013
Table of Contents: '; ...A Short Rate Model Using Ambit Processes /...
Book Electronic
2
Published 2013
Table of Contents: '; ... infrastructure for derivatives / Matthieu Maurice -- A jump-diffusion nominal short rate model / Sami Attaoui...
Book
3
by Brigo, Damiano, 1966-
Published 2013
Table of Contents: '; ...3.3.4 The Cox-Ingersoll-Ross Model (CIR) Short-Rate Model for r3.3.5 Time-Inhomogeneous Case: CIR...
Book Electronic