Time-consistent no-arbitrage models of the term structure:
Gespeichert in:
| Hauptverfasser: | , |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Cambridge, Mass.
National Bureau of Economic Research
2003
|
| Schriftenreihe: | National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series
9458 |
| Schlagworte: | |
| Online-Zugang: | Volltext |
| Beschreibung: | 36 S. |
Internformat
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| id | DE-604.BV023589114 |
| illustrated | Not Illustrated |
| index_date | 2024-07-02T22:41:24Z |
| indexdate | 2024-07-09T21:25:06Z |
| institution | BVB |
| language | English |
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| series | National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series |
| series2 | National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series |
| spelling | Brandt, Michael W. Verfasser (DE-588)128773073 aut Time-consistent no-arbitrage models of the term structure Michael W. Brandt ; Amir Yaron Cambridge, Mass. National Bureau of Economic Research 2003 36 S. txt rdacontent n rdamedia nc rdacarrier National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series 9458 Ökonometrisches Modell Arbitrage Econometric models Securities Econometric models Yaron, Amir 1964- Verfasser (DE-588)130591068 aut Erscheint auch als Online-Ausgabe National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series 9458 (DE-604)BV002801238 9458 http://papers.nber.org/papers/w9458.pdf kostenfrei Volltext |
| spellingShingle | Brandt, Michael W. Yaron, Amir 1964- Time-consistent no-arbitrage models of the term structure National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series Ökonometrisches Modell Arbitrage Econometric models Securities Econometric models |
| title | Time-consistent no-arbitrage models of the term structure |
| title_auth | Time-consistent no-arbitrage models of the term structure |
| title_exact_search | Time-consistent no-arbitrage models of the term structure |
| title_exact_search_txtP | Time-consistent no-arbitrage models of the term structure |
| title_full | Time-consistent no-arbitrage models of the term structure Michael W. Brandt ; Amir Yaron |
| title_fullStr | Time-consistent no-arbitrage models of the term structure Michael W. Brandt ; Amir Yaron |
| title_full_unstemmed | Time-consistent no-arbitrage models of the term structure Michael W. Brandt ; Amir Yaron |
| title_short | Time-consistent no-arbitrage models of the term structure |
| title_sort | time consistent no arbitrage models of the term structure |
| topic | Ökonometrisches Modell Arbitrage Econometric models Securities Econometric models |
| topic_facet | Ökonometrisches Modell Arbitrage Econometric models Securities Econometric models |
| url | http://papers.nber.org/papers/w9458.pdf |
| volume_link | (DE-604)BV002801238 |
| work_keys_str_mv | AT brandtmichaelw timeconsistentnoarbitragemodelsofthetermstructure AT yaronamir timeconsistentnoarbitragemodelsofthetermstructure |