When roll-overs do not qualify as numéraire
Bond markets beyond short rate paradigms
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Author / Producer
Date
2013-09-30
Publication Type
Working Paper
ETH Bibliography
yes
Citations
Altmetric
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Data
Rights / License
Permanent link
Publication status
published
External links
Editor
Book title
Journal / series
Volume
Pages / Article No.
1310.0032
Publisher
Cornell University
Event
Edition / version
Methods
Software
Geographic location
Date collected
Date created
Subject
Large financial markets; Bond markets; Interest rate theory; Forward measure; Short rate; Bubble; Numeraire
Organisational unit
03845 - Teichmann, Josef / Teichmann, Josef
Notes
Funding
Related publications and datasets
Is previous version of: http://hdl.handle.net/20.500.11850/124415