Ausgabe 3/2014
Inhalt (7 Artikel)
Research Article
Portfolio management with stochastic interest rates and inflation ambiguity
Claus Munk, Alexey Rubtsov
Research Article
The determinants of a cross market arbitrage opportunity: theory and evidence for the European bond market
Marcelo Perlin, Alfonso Dufour, Chris Brooks
Research Article
Pricing of discount bonds with a Markov switching regime
Robert J. Elliott, Katsumasa Nishide