Estimating the implied distribution of the future short term interest rate using the Longstaff-Schwartz model:
Saved in:
| Main Author: | |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Frankfurt am Main
European Central Bank
2000
|
| Series: | European Central Bank: Working paper series
16 |
| Physical Description: | 41 S. graph. Darst. |
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| illustrated | Illustrated |
| indexdate | 2024-07-09T18:39:23Z |
| institution | BVB |
| language | English |
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| physical | 41 S. graph. Darst. |
| publishDate | 2000 |
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| 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 |