Continuous-time Identification of Exponential-affine Term Structure Models

Continuous-time Identification of Exponential-affine Term Structure Models
Author: Arianto Wibowo
Publisher:
Total Pages: 79
Release: 2006
Genre:
ISBN: 9789036524421
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Continuous-time Identification of Exponential-affine Term Structure Models
Language: en
Pages: 79

Continuous-time Identification of Exponential-affine Term Structure Models

Authors: Arianto Wibowo
Categories:
Type: BOOK - Published: 2006 - Publisher:

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Time-series and Cross-section Information in Affine Term Structure Models
Language: en
Pages: 56

Time-series and Cross-section Information in Affine Term Structure Models

Authors: Frank de Jong
Categories: Interest rates
Type: BOOK - Published: 1999 - Publisher:

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Exponential-affine Diffusion Term Structure Models
Language: en
Pages: 488

Exponential-affine Diffusion Term Structure Models

Authors: João Pedro Vidal Nunes
Categories: Equilibrium (Economics)
Type: BOOK - Published: 2018 - Publisher:

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Handbook of Fixed-Income Securities
Language: en
Pages: 630

Handbook of Fixed-Income Securities

Authors: Pietro Veronesi
Categories: Business & Economics
Type: BOOK - Published: 2016-04-04 - Publisher: John Wiley & Sons

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A comprehensive guide to the current theories and methodologies intrinsic to fixed-income securities Written by well-known experts from a cross section of acade
Time-series and Cross-section Information in Affine Term Structure Models
Language: en
Pages:

Time-series and Cross-section Information in Affine Term Structure Models

Authors: Franciscus Cornelis Johannes Maria Jong
Categories:
Type: BOOK - Published: 1999 - Publisher:

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