A flexible spot multiple-curve model. Issue 10 (2nd October 2016)
- Record Type:
- Journal Article
- Title:
- A flexible spot multiple-curve model. Issue 10 (2nd October 2016)
- Main Title:
- A flexible spot multiple-curve model
- Authors:
- Grasselli, Martino
Miglietta, Giulio - Abstract:
- Is Part Of:
- Quantitative finance. Volume 16:Issue 10(2016)
- Journal:
- Quantitative finance
- Issue:
- Volume 16:Issue 10(2016)
- Issue Display:
- Volume 16, Issue 10 (2016)
- Year:
- 2016
- Volume:
- 16
- Issue:
- 10
- Issue Sort Value:
- 2016-0016-0010-0000
- Page Start:
- 1465
- Page End:
- 1477
- Publication Date:
- 2016-10-02
- Subjects:
- Finance -- Periodicals
Business mathematics -- Periodicals
Finance -- Mathematical models -- Periodicals
Investments -- Mathematics -- Periodicals
Economics -- Periodicals
Finances -- Modèles mathématiques -- Périodiques
332.015118 - Journal URLs:
- http://www.tandfonline.com/toc/rquf20/current ↗
http://www.tandfonline.com/ ↗ - DOI:
- 10.1080/14697688.2015.1108521 ↗
- Languages:
- English
- ISSNs:
- 1469-7688
- Deposit Type:
- Legaldeposit
- View Content:
- Available online (eLD content is only available in our Reading Rooms) ↗
- Physical Locations:
- British Library DSC - 7168.333200
British Library DSC - BLDSS-3PM
British Library HMNTS - ELD Digital store - Ingest File:
- 1044.xml