Estimating the implied distribution of the future short term interest rate using the Longstaff-Schwartz model:
Gespeichert in:
1. Verfasser: | |
---|---|
Format: | Buch |
Sprache: | English |
Veröffentlicht: |
Frankfurt am Main
European Central Bank
2000
|
Schriftenreihe: | European Central Bank: Working paper series
16 |
Beschreibung: | 41 S. graph. Darst. |
Internformat
MARC
LEADER | 00000nam a2200000 cb4500 | ||
---|---|---|---|
001 | BV013119297 | ||
003 | DE-604 | ||
005 | 00000000000000.0 | ||
007 | t | ||
008 | 000420s2000 d||| |||| 00||| eng d | ||
016 | 7 | |a 958936188 |2 DE-101 | |
035 | |a (OCoLC)237329831 | ||
035 | |a (DE-599)BVBBV013119297 | ||
040 | |a DE-604 |b ger |e rakwb | ||
041 | 0 | |a eng | |
049 | |a DE-12 | ||
084 | |a QM 430 |0 (DE-625)141793: |2 rvk | ||
100 | 1 | |a Hördahl, Peter |e Verfasser |4 aut | |
245 | 1 | 0 | |a Estimating the implied distribution of the future short term interest rate using the Longstaff-Schwartz model |c by Peter Hördahl |
264 | 1 | |a Frankfurt am Main |b European Central Bank |c 2000 | |
300 | |a 41 S. |b graph. Darst. | ||
336 | |b txt |2 rdacontent | ||
337 | |b n |2 rdamedia | ||
338 | |b nc |2 rdacarrier | ||
490 | 1 | |a European Central Bank: Working paper series |v 16 | |
830 | 0 | |a European Central Bank: Working paper series |v 16 |w (DE-604)BV012681744 |9 16 | |
999 | |a oai:aleph.bib-bvb.de:BVB01-008938016 |
Datensatz im Suchindex
_version_ | 1804127818184916992 |
---|---|
any_adam_object | |
author | Hördahl, Peter |
author_facet | Hördahl, Peter |
author_role | aut |
author_sort | Hördahl, Peter |
author_variant | p h ph |
building | Verbundindex |
bvnumber | BV013119297 |
classification_rvk | QM 430 |
ctrlnum | (OCoLC)237329831 (DE-599)BVBBV013119297 |
discipline | Wirtschaftswissenschaften |
format | Book |
fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>00983nam a2200289 cb4500</leader><controlfield tag="001">BV013119297</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">00000000000000.0</controlfield><controlfield tag="007">t</controlfield><controlfield tag="008">000420s2000 d||| |||| 00||| eng d</controlfield><datafield tag="016" ind1="7" ind2=" "><subfield code="a">958936188</subfield><subfield code="2">DE-101</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)237329831</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV013119297</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">rakwb</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-12</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">QM 430</subfield><subfield code="0">(DE-625)141793:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Hördahl, Peter</subfield><subfield code="e">Verfasser</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Estimating the implied distribution of the future short term interest rate using the Longstaff-Schwartz model</subfield><subfield code="c">by Peter Hördahl</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Frankfurt am Main</subfield><subfield code="b">European Central Bank</subfield><subfield code="c">2000</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">41 S.</subfield><subfield code="b">graph. Darst.</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">n</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">nc</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="490" ind1="1" ind2=" "><subfield code="a">European Central Bank: Working paper series</subfield><subfield code="v">16</subfield></datafield><datafield tag="830" ind1=" " ind2="0"><subfield code="a">European Central Bank: Working paper series</subfield><subfield code="v">16</subfield><subfield code="w">(DE-604)BV012681744</subfield><subfield code="9">16</subfield></datafield><datafield tag="999" ind1=" " ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-008938016</subfield></datafield></record></collection> |
id | DE-604.BV013119297 |
illustrated | Illustrated |
indexdate | 2024-07-09T18:39:23Z |
institution | BVB |
language | English |
oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-008938016 |
oclc_num | 237329831 |
open_access_boolean | |
owner | DE-12 |
owner_facet | DE-12 |
physical | 41 S. graph. Darst. |
publishDate | 2000 |
publishDateSearch | 2000 |
publishDateSort | 2000 |
publisher | European Central Bank |
record_format | marc |
series | European Central Bank: Working paper series |
series2 | European Central Bank: Working paper series |
spelling | Hördahl, Peter Verfasser aut Estimating the implied distribution of the future short term interest rate using the Longstaff-Schwartz model by Peter Hördahl Frankfurt am Main European Central Bank 2000 41 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier European Central Bank: Working paper series 16 European Central Bank: Working paper series 16 (DE-604)BV012681744 16 |
spellingShingle | Hördahl, Peter Estimating the implied distribution of the future short term interest rate using the Longstaff-Schwartz model European Central Bank: Working paper series |
title | Estimating the implied distribution of the future short term interest rate using the Longstaff-Schwartz model |
title_auth | Estimating the implied distribution of the future short term interest rate using the Longstaff-Schwartz model |
title_exact_search | Estimating the implied distribution of the future short term interest rate using the Longstaff-Schwartz model |
title_full | Estimating the implied distribution of the future short term interest rate using the Longstaff-Schwartz model by Peter Hördahl |
title_fullStr | Estimating the implied distribution of the future short term interest rate using the Longstaff-Schwartz model by Peter Hördahl |
title_full_unstemmed | Estimating the implied distribution of the future short term interest rate using the Longstaff-Schwartz model by Peter Hördahl |
title_short | Estimating the implied distribution of the future short term interest rate using the Longstaff-Schwartz model |
title_sort | estimating the implied distribution of the future short term interest rate using the longstaff schwartz model |
volume_link | (DE-604)BV012681744 |
work_keys_str_mv | AT hordahlpeter estimatingtheimplieddistributionofthefutureshortterminterestrateusingthelongstaffschwartzmodel |