Kalman-Filter-basierte ML-Schätzung affiner, zeithomogener Faktormodelle der Zinsstruktur am bundesdeutschen Rentenmarkt:
Saved in:
| Main Author: | |
|---|---|
| Format: | Thesis Book |
| Language: | German |
| Published: |
Frankfurt am Main [u.a.]
Lang
1999
|
| Series: | [Europäische Hochschulschriften / 5]
2462 |
| Subjects: | |
| Physical Description: | 260 S. graph. Darst. |
| ISBN: | 3631347766 |
Staff View
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| id | DE-604.BV012468286 |
| illustrated | Illustrated |
| indexdate | 2024-07-09T18:28:07Z |
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| isbn | 3631347766 |
| language | German |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-008461847 |
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| physical | 260 S. graph. Darst. |
| publishDate | 1999 |
| publishDateSearch | 1999 |
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| series2 | [Europäische Hochschulschriften / 5] |
| spelling | Schwaar, Christian Verfasser (DE-588)120889811 aut Kalman-Filter-basierte ML-Schätzung affiner, zeithomogener Faktormodelle der Zinsstruktur am bundesdeutschen Rentenmarkt Christian Schwaar Frankfurt am Main [u.a.] Lang 1999 260 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier [Europäische Hochschulschriften / 5] 2462 Zugl.: Kiel, Univ., Diss., 1999 Mathematisches Modell Fixed-income securities Valuation Germany Mathematical models Interest Germany Mathematical models Zinsstrukturtheorie (DE-588)4117720-4 gnd rswk-swf Rentenmarkt (DE-588)4177794-3 gnd rswk-swf Zinsstruktur (DE-588)4067855-6 gnd rswk-swf Maximum-Likelihood-Schätzung (DE-588)4194624-8 gnd rswk-swf Deutschland Deutschland (DE-588)4011882-4 gnd rswk-swf (DE-588)4113937-9 Hochschulschrift gnd-content Deutschland (DE-588)4011882-4 g Rentenmarkt (DE-588)4177794-3 s Zinsstruktur (DE-588)4067855-6 s Maximum-Likelihood-Schätzung (DE-588)4194624-8 s DE-604 Zinsstrukturtheorie (DE-588)4117720-4 s 5] [Europäische Hochschulschriften 2462 (DE-604)BV000001798 2462 |
| spellingShingle | Schwaar, Christian Kalman-Filter-basierte ML-Schätzung affiner, zeithomogener Faktormodelle der Zinsstruktur am bundesdeutschen Rentenmarkt Mathematisches Modell Fixed-income securities Valuation Germany Mathematical models Interest Germany Mathematical models Zinsstrukturtheorie (DE-588)4117720-4 gnd Rentenmarkt (DE-588)4177794-3 gnd Zinsstruktur (DE-588)4067855-6 gnd Maximum-Likelihood-Schätzung (DE-588)4194624-8 gnd |
| subject_GND | (DE-588)4117720-4 (DE-588)4177794-3 (DE-588)4067855-6 (DE-588)4194624-8 (DE-588)4011882-4 (DE-588)4113937-9 |
| title | Kalman-Filter-basierte ML-Schätzung affiner, zeithomogener Faktormodelle der Zinsstruktur am bundesdeutschen Rentenmarkt |
| title_auth | Kalman-Filter-basierte ML-Schätzung affiner, zeithomogener Faktormodelle der Zinsstruktur am bundesdeutschen Rentenmarkt |
| title_exact_search | Kalman-Filter-basierte ML-Schätzung affiner, zeithomogener Faktormodelle der Zinsstruktur am bundesdeutschen Rentenmarkt |
| title_full | Kalman-Filter-basierte ML-Schätzung affiner, zeithomogener Faktormodelle der Zinsstruktur am bundesdeutschen Rentenmarkt Christian Schwaar |
| title_fullStr | Kalman-Filter-basierte ML-Schätzung affiner, zeithomogener Faktormodelle der Zinsstruktur am bundesdeutschen Rentenmarkt Christian Schwaar |
| title_full_unstemmed | Kalman-Filter-basierte ML-Schätzung affiner, zeithomogener Faktormodelle der Zinsstruktur am bundesdeutschen Rentenmarkt Christian Schwaar |
| title_short | Kalman-Filter-basierte ML-Schätzung affiner, zeithomogener Faktormodelle der Zinsstruktur am bundesdeutschen Rentenmarkt |
| title_sort | kalman filter basierte ml schatzung affiner zeithomogener faktormodelle der zinsstruktur am bundesdeutschen rentenmarkt |
| topic | Mathematisches Modell Fixed-income securities Valuation Germany Mathematical models Interest Germany Mathematical models Zinsstrukturtheorie (DE-588)4117720-4 gnd Rentenmarkt (DE-588)4177794-3 gnd Zinsstruktur (DE-588)4067855-6 gnd Maximum-Likelihood-Schätzung (DE-588)4194624-8 gnd |
| topic_facet | Mathematisches Modell Fixed-income securities Valuation Germany Mathematical models Interest Germany Mathematical models Zinsstrukturtheorie Rentenmarkt Zinsstruktur Maximum-Likelihood-Schätzung Deutschland Hochschulschrift |
| volume_link | (DE-604)BV000001798 |
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