Historical Yield Curve Scenarios Generation without Resorting to Variance Reduction Techniques,

Type
working paper
Date Issued
2003-04-15
Author(s)
;
Trojani, Fabio
Language
English
HSG Classification
not classified
Refereed
No
URL
Subject(s)

other research area

Division(s)

SEPS - School of Econ...

SBF - Swiss Institute...

MS - Faculty of Mathe...

Eprints ID
12626