Estimating the term structure of interest rates from data that includes the prices of coupon bonds
By: Thomas S. Coleman, Lawrence Fisher and Roger G. Ibbotson.
Contributors: Fisher, Lawrence.; Ibbotson, Roger G.; Yale University. School of Organization and Management.
Series: Working paper series F -- 35
Publisher: Yale University, School of Organization and Management
Published: 1992
Place of publication: New Haven, CT
Language: eng