Affine term-structure models
Subtitle: theory and implementation
By: David Jamieson Bolder.
Contributors: Bank of Canada.
Series: Working paper (Bank of Canada) -- 2001-15
Publisher: Bank of Canada
Published: 2001
Place of publication: Ottawa, Ont
Language: eng
Number of pages: 60
Subjects: Bank of Canada.; Interest rates -- Econometric models.; Risk management -- Econometric models.
Notes: "October 2001"

Bibliogr.

Includes abstract in French.

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