Dinamics of term Structure of Interest Rates. A two Factor Model

  1. Fontanals Albiol, Hortènsia
  2. Galisteo Rodríguez, Merche
  3. Gómez del Valle, Lourdes
Book:
First Spanish-Italian Meeting on Financial Mathematics = I Congreso Hispano-Italiano de Matemática Financiera

Publisher: Servicio de Publicaciones ; Universidad de Almería

ISBN: 84-8240-188-2

Year of publication: 1998

Pages: 187-207

Type: Book chapter

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