Theoretical and empirical analysis of common factors in a term structure model:
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Newcastle upon Tyne
Cambridge Scholars Pub.
2009
|
| Schlagworte: | |
| Online-Zugang: | FLA01 |
| Beschreibung: | 1 online resource (xi, 38 pages) illustrations |
| ISBN: | 1443815829 9781443815826 |
Internformat
MARC
| LEADER | 00000nmm a2200000zc 4500 | ||
|---|---|---|---|
| 001 | BV045356673 | ||
| 003 | DE-604 | ||
| 005 | 00000000000000.0 | ||
| 007 | cr|uuu---uuuuu | ||
| 008 | 181212s2009 |||| o||u| ||||||eng d | ||
| 020 | |a 1443815829 |9 1-4438-1582-9 | ||
| 020 | |a 9781443815826 |9 978-1-4438-1582-6 | ||
| 035 | |a (ZDB-4-EBU)ocn847618189 | ||
| 035 | |a (OCoLC)847618189 | ||
| 035 | |a (DE-599)BVBBV045356673 | ||
| 040 | |a DE-604 |b ger |e rda | ||
| 041 | 0 | |a eng | |
| 082 | 0 | |a 332.6323015118 |2 22 | |
| 100 | 1 | |a Huang, Ting-Ting |e Verfasser |4 aut | |
| 245 | 1 | 0 | |a Theoretical and empirical analysis of common factors in a term structure model |c by Ting Ting Huang |
| 264 | 1 | |a Newcastle upon Tyne |b Cambridge Scholars Pub. |c 2009 | |
| 300 | |a 1 online resource (xi, 38 pages) |b illustrations | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b c |2 rdamedia | ||
| 338 | |b cr |2 rdacarrier | ||
| 505 | 8 | |a This paper is the first that completely studies dynamical and cross-sectional structures of bonds, typically used as risk-free assets in mathematical finance, on the independence of the common factors with the empirical copula. During the last decade, financial models based empirically on common factors have acquired increasing popularity in risk management and asset pricing. Much has been published on the subject, but the technical nature of most papers makes them difficult for non-specialis .. | |
| 650 | 7 | |a BUSINESS & ECONOMICS / Investments & Securities / Bonds |2 bisacsh | |
| 650 | 7 | |a Economics, finance, business & management |2 bicssc | |
| 650 | 7 | |a Finance |2 bicssc | |
| 650 | 7 | |a Econometrics |2 bicssc | |
| 650 | 7 | |a Bonds / Mathematical models |2 fast | |
| 650 | 7 | |a Capital assets pricing model |2 fast | |
| 650 | 4 | |a Bonds |x Mathematical models |a Capital assets pricing model | |
| 776 | 0 | 8 | |i Erscheint auch als |n Druck-Ausgabe |a Huang, Ting Ting |t Theoretical and Empirical Analysis of Common Factors in a Term Structure Model |d Newcastle upon Tyne : Cambridge Scholars Publishing, 2009 |z 9781443813112 |
| 912 | |a ZDB-4-EBU | ||
| 999 | |a oai:aleph.bib-bvb.de:BVB01-030743265 | ||
| 966 | e | |u http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=553580 |l FLA01 |p ZDB-4-EBU |q FLA_PDA_EBU |x Aggregator |3 Volltext | |
Datensatz im Suchindex
| _version_ | 1804179186491850752 |
|---|---|
| any_adam_object | |
| author | Huang, Ting-Ting |
| author_facet | Huang, Ting-Ting |
| author_role | aut |
| author_sort | Huang, Ting-Ting |
| author_variant | t t h tth |
| building | Verbundindex |
| bvnumber | BV045356673 |
| collection | ZDB-4-EBU |
| contents | This paper is the first that completely studies dynamical and cross-sectional structures of bonds, typically used as risk-free assets in mathematical finance, on the independence of the common factors with the empirical copula. During the last decade, financial models based empirically on common factors have acquired increasing popularity in risk management and asset pricing. Much has been published on the subject, but the technical nature of most papers makes them difficult for non-specialis .. |
| ctrlnum | (ZDB-4-EBU)ocn847618189 (OCoLC)847618189 (DE-599)BVBBV045356673 |
| dewey-full | 332.6323015118 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 332 - Financial economics |
| dewey-raw | 332.6323015118 |
| dewey-search | 332.6323015118 |
| dewey-sort | 3332.6323015118 |
| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| format | Electronic eBook |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>02213nmm a2200409zc 4500</leader><controlfield tag="001">BV045356673</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">00000000000000.0</controlfield><controlfield tag="007">cr|uuu---uuuuu</controlfield><controlfield tag="008">181212s2009 |||| o||u| ||||||eng d</controlfield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">1443815829</subfield><subfield code="9">1-4438-1582-9</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9781443815826</subfield><subfield code="9">978-1-4438-1582-6</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(ZDB-4-EBU)ocn847618189</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)847618189</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV045356673</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">rda</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="082" ind1="0" ind2=" "><subfield code="a">332.6323015118</subfield><subfield code="2">22</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Huang, Ting-Ting</subfield><subfield code="e">Verfasser</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Theoretical and empirical analysis of common factors in a term structure model</subfield><subfield code="c">by Ting Ting Huang</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Newcastle upon Tyne</subfield><subfield code="b">Cambridge Scholars Pub.</subfield><subfield code="c">2009</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">1 online resource (xi, 38 pages)</subfield><subfield code="b">illustrations</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">c</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">cr</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="505" ind1="8" ind2=" "><subfield code="a">This paper is the first that completely studies dynamical and cross-sectional structures of bonds, typically used as risk-free assets in mathematical finance, on the independence of the common factors with the empirical copula. During the last decade, financial models based empirically on common factors have acquired increasing popularity in risk management and asset pricing. Much has been published on the subject, but the technical nature of most papers makes them difficult for non-specialis ..</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">BUSINESS & ECONOMICS / Investments & Securities / Bonds</subfield><subfield code="2">bisacsh</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Economics, finance, business & management</subfield><subfield code="2">bicssc</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Finance</subfield><subfield code="2">bicssc</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Econometrics</subfield><subfield code="2">bicssc</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Bonds / Mathematical models</subfield><subfield code="2">fast</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Capital assets pricing model</subfield><subfield code="2">fast</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Bonds</subfield><subfield code="x">Mathematical models</subfield><subfield code="a">Capital assets pricing model</subfield></datafield><datafield tag="776" ind1="0" ind2="8"><subfield code="i">Erscheint auch als</subfield><subfield code="n">Druck-Ausgabe</subfield><subfield code="a">Huang, Ting Ting</subfield><subfield code="t">Theoretical and Empirical Analysis of Common Factors in a Term Structure Model</subfield><subfield code="d">Newcastle upon Tyne : Cambridge Scholars Publishing, 2009</subfield><subfield code="z">9781443813112</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">ZDB-4-EBU</subfield></datafield><datafield tag="999" ind1=" " ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-030743265</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=553580</subfield><subfield code="l">FLA01</subfield><subfield code="p">ZDB-4-EBU</subfield><subfield code="q">FLA_PDA_EBU</subfield><subfield code="x">Aggregator</subfield><subfield code="3">Volltext</subfield></datafield></record></collection> |
| id | DE-604.BV045356673 |
| illustrated | Illustrated |
| indexdate | 2024-07-10T08:15:52Z |
| institution | BVB |
| isbn | 1443815829 9781443815826 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-030743265 |
| oclc_num | 847618189 |
| open_access_boolean | |
| physical | 1 online resource (xi, 38 pages) illustrations |
| psigel | ZDB-4-EBU ZDB-4-EBU FLA_PDA_EBU |
| publishDate | 2009 |
| publishDateSearch | 2009 |
| publishDateSort | 2009 |
| publisher | Cambridge Scholars Pub. |
| record_format | marc |
| spelling | Huang, Ting-Ting Verfasser aut Theoretical and empirical analysis of common factors in a term structure model by Ting Ting Huang Newcastle upon Tyne Cambridge Scholars Pub. 2009 1 online resource (xi, 38 pages) illustrations txt rdacontent c rdamedia cr rdacarrier This paper is the first that completely studies dynamical and cross-sectional structures of bonds, typically used as risk-free assets in mathematical finance, on the independence of the common factors with the empirical copula. During the last decade, financial models based empirically on common factors have acquired increasing popularity in risk management and asset pricing. Much has been published on the subject, but the technical nature of most papers makes them difficult for non-specialis .. BUSINESS & ECONOMICS / Investments & Securities / Bonds bisacsh Economics, finance, business & management bicssc Finance bicssc Econometrics bicssc Bonds / Mathematical models fast Capital assets pricing model fast Bonds Mathematical models Capital assets pricing model Erscheint auch als Druck-Ausgabe Huang, Ting Ting Theoretical and Empirical Analysis of Common Factors in a Term Structure Model Newcastle upon Tyne : Cambridge Scholars Publishing, 2009 9781443813112 |
| spellingShingle | Huang, Ting-Ting Theoretical and empirical analysis of common factors in a term structure model This paper is the first that completely studies dynamical and cross-sectional structures of bonds, typically used as risk-free assets in mathematical finance, on the independence of the common factors with the empirical copula. During the last decade, financial models based empirically on common factors have acquired increasing popularity in risk management and asset pricing. Much has been published on the subject, but the technical nature of most papers makes them difficult for non-specialis .. BUSINESS & ECONOMICS / Investments & Securities / Bonds bisacsh Economics, finance, business & management bicssc Finance bicssc Econometrics bicssc Bonds / Mathematical models fast Capital assets pricing model fast Bonds Mathematical models Capital assets pricing model |
| title | Theoretical and empirical analysis of common factors in a term structure model |
| title_auth | Theoretical and empirical analysis of common factors in a term structure model |
| title_exact_search | Theoretical and empirical analysis of common factors in a term structure model |
| title_full | Theoretical and empirical analysis of common factors in a term structure model by Ting Ting Huang |
| title_fullStr | Theoretical and empirical analysis of common factors in a term structure model by Ting Ting Huang |
| title_full_unstemmed | Theoretical and empirical analysis of common factors in a term structure model by Ting Ting Huang |
| title_short | Theoretical and empirical analysis of common factors in a term structure model |
| title_sort | theoretical and empirical analysis of common factors in a term structure model |
| topic | BUSINESS & ECONOMICS / Investments & Securities / Bonds bisacsh Economics, finance, business & management bicssc Finance bicssc Econometrics bicssc Bonds / Mathematical models fast Capital assets pricing model fast Bonds Mathematical models Capital assets pricing model |
| topic_facet | BUSINESS & ECONOMICS / Investments & Securities / Bonds Economics, finance, business & management Finance Econometrics Bonds / Mathematical models Capital assets pricing model Bonds Mathematical models Capital assets pricing model |
| work_keys_str_mv | AT huangtingting theoreticalandempiricalanalysisofcommonfactorsinatermstructuremodel |