Term Structure Modeling and Estimation in a State Space Framework
1 edition
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Word Count
55,750 words, Guess
Page Count
223 pages
Physical Format
Paperback
Identifiers
- Open LibraryOL9428493M
- ISBN-139783540283423
- ISBN-103540283420
- OCLC Control Number61703273
- OCLC Control Number225359474
and 3 more
- OCLC Control Numbertermstructuremod00lemk
- LibraryThing8804627
- Goodreads273434
Classifications
- LCCHB71-74
Subjects
Topics
gttRente.ScienceFinanceReferenceEconomicsBond YieldsObligaties.EconometricsAsset PricingInterest ratesState Space ModelNonlinear FiltersMathematical modelsEconomics - GeneralScience/MathematicsState-space methodsInvestment & securitiesBusiness / Economics / FinanceTerm Structure of Interest RatesBusiness & Economics / Econometrics
Other Editions
- Term Structure Modeling and Estimation in a State Space Framework
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