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Mendeley readers
| Chapter title |
Stochastic Forward Rate and Yield Curve Modeling
|
|---|---|
| Chapter number | 4 |
| Book title |
Financial Modeling, Actuarial Valuation and Solvency in Insurance
|
| Published by |
Springer, Berlin, Heidelberg, January 2013
|
| DOI | 10.1007/978-3-642-31392-9_4 |
| Book ISBNs |
978-3-64-231391-2, 978-3-64-231392-9
|
| Authors |
Mario V. Wüthrich, Michael Merz |
Mendeley readers
The data shown below were compiled from readership statistics for 1 Mendeley reader of this research output. Click here to see the associated Mendeley record.
Geographical breakdown
| Country | Count | As % |
|---|---|---|
| Unknown | 1 | 100% |
Demographic breakdown
| Readers by professional status | Count | As % |
|---|---|---|
| Student > Ph. D. Student | 1 | 100% |
| Readers by discipline | Count | As % |
|---|---|---|
| Unknown | 1 | 100% |