Approximation of interest rate derivatives' prices by Gram-Charlier expansion and bond moments (IMES discussion paper series ; no. 2005-E-16)

Approximation of interest rate derivatives' prices by Gram-Charlier expansion and bond moments

(IMES discussion paper series ; no. 2005-E-16)

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Material Type: 図書
Title: Approximation of interest rate derivatives' prices by Gram-Charlier expansion and bond moments
Author/Editor: [by] Keiichi Tanaka, Takeshi Yamada, Toshiaki Watanabe
Series Title: IMES discussion paper series ; no. 2005-E-16
Publication, Distribution, etc.: [Tokyo] : Institute for Monetary and Economic Studies, Bank of Japan
Publication Date: [2005]
Publication Date (W3CDTF): 2005
Extent: 25 p.
Size: 30 cm
Place of Publication (Country Code): JP
Text Language Code: eng
NDLC: D9
Target Audience: 一般
Holding library: 国立国会図書館
Call No.: D9-B29
Data Provider (Database): 国立国会図書館 : 国立国会図書館蔵書
https://ndlsearch.ndl.go.jp
Bibliographic ID (NDL): 000008015276
http://id.ndl.go.jp/bib/000008015276
National Bibliography No. (JPNO): 20940803
Cataloging Rule: Nippon Cataloguing Rules 1987 Revised Edition
Bibliographic Record Category (NDL): 113