Jeroen F.J. de Munnik

De Nederlandsche Bank

PO Box 98

1000 AB Amsterdam

Amsterdam, 1000 AB

Netherlands

SCHOLARLY PAPERS

2

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Scholarly Papers (2)

1.

The Construction of a Path-Independent Interest Rate Tree: The Model of Heath, Jarrow and Morton

ADVANCES IN FUTURES AND OPTIONS RESEARCH, Vol 7, 1994
Posted: 14 Nov 2000
Jeroen F.J. de Munnik
De Nederlandsche Bank

Abstract:

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2.

Cross Sectional Versus Time Series Estimation of Term Structure Models: Empirical Results for the Dutch Bond Market

Posted: 16 Oct 2000
Jeroen F.J. de Munnik and Peter C. Schotman
De Nederlandsche Bank and Maastricht University - Department of Finance

Abstract:

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