Pricing interest rate derivatives with model risk

Author(s)

• Hosokawa, Satoshi
• Matsumoto, Koichi

Bibliographic Information

Pricing interest rate derivatives with model risk

Satoshi Hosokawa and Koichi Matsumoto

（Discussion paper series, no. 2013-3）

Faculty of Economics, Kyushu University, 2013

Note

Includes bibliographical references (p. 16-17)

Details

• NCID: BB15283817
• Country Code: ja
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: Fukuoka
• Pages/Volumes: 17 p.
• Size: 30 cm
• Parent Bibliography ID:
  • BA48453314