Affine term-structure models
Subtitle: theory and implementation
By: by David Jamieson Bolder.
Contributors: Bank of Canada.
Series: Bank of Canada Working paper -- 2001-15.; Working paper (Bank of Canada) -- 2001-15.
Publisher: Financial Markets Department, Bank of Canada
Published: 2001
Place of publication: Ottawa
Language: mul
Number of pages: 60
Subjects: Interest rate futures -- Econometric models.; Geometry, Affine.
Notes: "October 2001."

Abstract in English and French.