Arbitrage restrictions and multi-factor models of the term structure of interest rates
By: Richard C. Stapleton, Marti G. Subrahmanyam
Contributors: Subrahmanyam, Marti G., 1946-; New York University. Salomon Center
Series: Working paper series -- S-98-25; Working paper series (New York University. Salomon Center) -- S-98-25
Publisher: New York University Salomon Center
Published: 1998
Place of publication: New York, N.Y
Language: eng
Number of pages: 30
Subjects: Interest rates; Mathematical models
Notes: "This draft: December 1997."

Includes bibliographical references (p. 28-30).