On the choice of optimization routine in estimation of parsimonious term structure models
Subtitle: results from the Svensson model
By: Vineet Virmani
Contributors: Indian Institute of Management, Ahmedabad
Series: Working paper -- W.P. no. 2013-01-02
Publisher: Indian Institute of Management
Published: 2013
Place of publication: Ahmedabad
Language: eng
Format: [microform] :
Number of pages: 10
Subjects: Interest rates; Mathematical optimization
Notes: Includes bibliographical references (page 10).

Microfiche. New Delhi : Library of Congress Office ; Washington, D.C. : Library of Congress Photoduplication Service, 2007. 1 microfiches Master microform held by: DLC.