Theoretical and empirical analysis of common factors in a term structure model
By: by Ting Ting Huang
Publisher: Cambridge Scholars Pub.
Published: 2009
Place of publication: Newcastle upon Tyne
Language: eng
Number of pages: 38
ISBN-13: 9781443813112
Subjects: Bonds; Mathematical models; Capital assets pricing model
Notes: Includes bibliographical references ( p. 37-38).