Direct estimation of the risk neutral factor dynamics of affine term structure models:
Gespeichert in:
| Hauptverfasser: | , |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
London
CEPR
1998
|
| Schriftenreihe: | Centre for Economic Policy Research <London>: Discussion paper series
2034 : Financial economics |
| Schlagworte: | |
| Beschreibung: | 36 S. graph. Darst. |
Internformat
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Datensatz im Suchindex
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| author | Bams, Dennis Schotman, Peter |
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| id | DE-604.BV012382524 |
| illustrated | Illustrated |
| indexdate | 2024-07-09T18:26:37Z |
| institution | BVB |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-008399339 |
| oclc_num | 40754929 |
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| owner_facet | DE-473 DE-BY-UBG DE-521 |
| physical | 36 S. graph. Darst. |
| publishDate | 1998 |
| publishDateSearch | 1998 |
| publishDateSort | 1998 |
| publisher | CEPR |
| record_format | marc |
| series | Centre for Economic Policy Research <London>: Discussion paper series |
| series2 | Centre for Economic Policy Research <London>: Discussion paper series |
| spelling | Bams, Dennis Verfasser aut Direct estimation of the risk neutral factor dynamics of affine term structure models Dennis Bams and Peter C. Schotman London CEPR 1998 36 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Centre for Economic Policy Research <London>: Discussion paper series 2034 : Financial economics Análisis factorial Rente gtt Statistische modellen gtt Mathematisches Modell Affine algebraic groups Interest rates Mathematical models Schotman, Peter Verfasser aut Centre for Economic Policy Research <London>: Discussion paper series 2034 : Financial economics (DE-604)BV023545932 2034 |
| spellingShingle | Bams, Dennis Schotman, Peter Direct estimation of the risk neutral factor dynamics of affine term structure models Centre for Economic Policy Research <London>: Discussion paper series Análisis factorial Rente gtt Statistische modellen gtt Mathematisches Modell Affine algebraic groups Interest rates Mathematical models |
| title | Direct estimation of the risk neutral factor dynamics of affine term structure models |
| title_auth | Direct estimation of the risk neutral factor dynamics of affine term structure models |
| title_exact_search | Direct estimation of the risk neutral factor dynamics of affine term structure models |
| title_full | Direct estimation of the risk neutral factor dynamics of affine term structure models Dennis Bams and Peter C. Schotman |
| title_fullStr | Direct estimation of the risk neutral factor dynamics of affine term structure models Dennis Bams and Peter C. Schotman |
| title_full_unstemmed | Direct estimation of the risk neutral factor dynamics of affine term structure models Dennis Bams and Peter C. Schotman |
| title_short | Direct estimation of the risk neutral factor dynamics of affine term structure models |
| title_sort | direct estimation of the risk neutral factor dynamics of affine term structure models |
| topic | Análisis factorial Rente gtt Statistische modellen gtt Mathematisches Modell Affine algebraic groups Interest rates Mathematical models |
| topic_facet | Análisis factorial Rente Statistische modellen Mathematisches Modell Affine algebraic groups Interest rates Mathematical models |
| volume_link | (DE-604)BV023545932 |
| work_keys_str_mv | AT bamsdennis directestimationoftheriskneutralfactordynamicsofaffinetermstructuremodels AT schotmanpeter directestimationoftheriskneutralfactordynamicsofaffinetermstructuremodels |