Author： Rogel-Salazar J.
Publisher： Taylor & Francis Ltd
ISSN： 1366-5812
Source： Contemporary Physics, Vol.52, Iss.2, 2011-03, pp. : 156-156
Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.
Abstract
Related content
The pricing of risky coupon bonds
By Choong Lilly McKenzie George
Applied Mathematical Finance, Vol. 6, Iss. 4, 1999-12 ,pp. :
Access to resources
Recommend
Approximate Formulas for Zero-coupon Bonds
By Tourrucôo Fabricio Hagan Patrick S. Schleiniger Gilberto F.
Applied Mathematical Finance, Vol. 14, Iss. 3, 2007-07 ,pp. :
Some Results on Correlation Matrices for Interest Rates
Acta Applicandae Mathematicae, Vol. 115, Iss. 3, 2011-09 ,pp. :