Kalman-Filter basierte ML-Schätzung affiner, zeithomogener Faktormodelle der Zinsstruktur am bundesdeutschen Rentenmarkt
By: Christian Schwaar.
Series: Europäische Hochschulschriften. Reihe V, Volks- und Betriebswirtschaft -- Bd. 2462 = -- Publications universitaires européennes. Série V, Sciences économiques, gestion d'entreprise -- v. 2462 = -- European university studies. Series V, Economics and management -- v. 2462; Europäische Hochschulschriften -- Bd. 2462.
Publisher: P. Lang
Published: 1999
Place of publication: Frankfurt am Main; New York
Language: ger
Number of pages: 260
Subjects: Fixed-income securities -- Valuation -- Germany -- Mathematical models; Interest -- Germany -- Mathematical models
Notes: Originally presented as the author's thesis (doctoral)--Universität Kiel, 1999.

Includes bibliographical references (p. [245]-255).