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Economics / Interest rates / Fixed income analysis / Damiano Brigo / Interest rate swap / Yield curve / Short-rate model / Discounting / Heath–Jarrow–Morton framework / Financial economics / Mathematical finance / Finance


Interest Rate Models: Paradigm shifts in recent years Damiano Brigo Q-SCI, Managing Director and Global Head DerivativeFitch, 101 Finsbury Pavement, London Columbia University Seminar, New York, November 5, 2007
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Document Date: 2007-11-08 17:48:43


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File Size: 459,87 KB

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