مرکز منطقه ای اطلاع رساني علوم و فناوري - Modeling the stochastic behavior of short-term interest rates: Pricing implications for discount bonds

Title of article :

Modeling the stochastic behavior of short-term interest rates: Pricing implications for discount bonds

Author/Authors :

Turan G. Bali، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2002

Pages :

From page :

201

To page :

228

Keywords :

Diffusions , Term structure of interest rates , Black , Derman and Toy , Discount bonds , GARCH

Journal title :

Journal of Banking and Finance

Serial Year :

2002

Journal title :

Journal of Banking and Finance

Record number :

193450

Link To Document :