Estimating the term structure of interest rates with simple and complex functional forms: Nelson & Siegel vs. Longstaff & Schwartz
Gespeichert in:
| Hauptverfasser: | , |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Stockholm
Inst. for Internat. Economic Studies
1994
|
| Schriftenreihe: | Institutet för Internationell Ekonomi <Stockholm>: Seminar paper
565 |
| Schlagworte: | |
| Beschreibung: | 22, [3] Bl. graph. Darst. |
Internformat
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| 490 | 1 | |a Institutet för Internationell Ekonomi <Stockholm>: Seminar paper |v 565 | |
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| id | DE-604.BV010209301 |
| illustrated | Illustrated |
| indexdate | 2024-07-09T17:48:29Z |
| institution | BVB |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-006784078 |
| oclc_num | 33450378 |
| open_access_boolean | |
| owner | DE-703 |
| owner_facet | DE-703 |
| physical | 22, [3] Bl. graph. Darst. |
| publishDate | 1994 |
| publishDateSearch | 1994 |
| publishDateSort | 1994 |
| publisher | Inst. for Internat. Economic Studies |
| record_format | marc |
| series | Institutet för Internationell Ekonomi <Stockholm>: Seminar paper |
| series2 | Institutet för Internationell Ekonomi <Stockholm>: Seminar paper |
| spelling | Dahlquist, Magnus Verfasser aut Estimating the term structure of interest rates with simple and complex functional forms Nelson & Siegel vs. Longstaff & Schwartz by Magnus Dahlquist and Lars E. O. Svensson Stockholm Inst. for Internat. Economic Studies 1994 22, [3] Bl. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Institutet för Internationell Ekonomi <Stockholm>: Seminar paper 565 Fristigkeit (DE-588)4274884-7 gnd rswk-swf Zinsstruktur (DE-588)4067855-6 gnd rswk-swf Festverzinsliches Wertpapier (DE-588)4121262-9 gnd rswk-swf Mathematisches Modell (DE-588)4114528-8 gnd rswk-swf Festverzinsliches Wertpapier (DE-588)4121262-9 s Fristigkeit (DE-588)4274884-7 s Zinsstruktur (DE-588)4067855-6 s Mathematisches Modell (DE-588)4114528-8 s DE-604 Svensson, Lars E. O. 1947- Verfasser (DE-588)128378727 aut Institutet för Internationell Ekonomi <Stockholm>: Seminar paper 565 (DE-604)BV002808059 565 |
| spellingShingle | Dahlquist, Magnus Svensson, Lars E. O. 1947- Estimating the term structure of interest rates with simple and complex functional forms Nelson & Siegel vs. Longstaff & Schwartz Institutet för Internationell Ekonomi <Stockholm>: Seminar paper Fristigkeit (DE-588)4274884-7 gnd Zinsstruktur (DE-588)4067855-6 gnd Festverzinsliches Wertpapier (DE-588)4121262-9 gnd Mathematisches Modell (DE-588)4114528-8 gnd |
| subject_GND | (DE-588)4274884-7 (DE-588)4067855-6 (DE-588)4121262-9 (DE-588)4114528-8 |
| title | Estimating the term structure of interest rates with simple and complex functional forms Nelson & Siegel vs. Longstaff & Schwartz |
| title_auth | Estimating the term structure of interest rates with simple and complex functional forms Nelson & Siegel vs. Longstaff & Schwartz |
| title_exact_search | Estimating the term structure of interest rates with simple and complex functional forms Nelson & Siegel vs. Longstaff & Schwartz |
| title_full | Estimating the term structure of interest rates with simple and complex functional forms Nelson & Siegel vs. Longstaff & Schwartz by Magnus Dahlquist and Lars E. O. Svensson |
| title_fullStr | Estimating the term structure of interest rates with simple and complex functional forms Nelson & Siegel vs. Longstaff & Schwartz by Magnus Dahlquist and Lars E. O. Svensson |
| title_full_unstemmed | Estimating the term structure of interest rates with simple and complex functional forms Nelson & Siegel vs. Longstaff & Schwartz by Magnus Dahlquist and Lars E. O. Svensson |
| title_short | Estimating the term structure of interest rates with simple and complex functional forms |
| title_sort | estimating the term structure of interest rates with simple and complex functional forms nelson siegel vs longstaff schwartz |
| title_sub | Nelson & Siegel vs. Longstaff & Schwartz |
| topic | Fristigkeit (DE-588)4274884-7 gnd Zinsstruktur (DE-588)4067855-6 gnd Festverzinsliches Wertpapier (DE-588)4121262-9 gnd Mathematisches Modell (DE-588)4114528-8 gnd |
| topic_facet | Fristigkeit Zinsstruktur Festverzinsliches Wertpapier Mathematisches Modell |
| volume_link | (DE-604)BV002808059 |
| work_keys_str_mv | AT dahlquistmagnus estimatingthetermstructureofinterestrateswithsimpleandcomplexfunctionalformsnelsonsiegelvslongstaffschwartz AT svenssonlarseo estimatingthetermstructureofinterestrateswithsimpleandcomplexfunctionalformsnelsonsiegelvslongstaffschwartz |