Term Structure Modeling and Estimation in a State Space Framework
Edition: 1 edition
Publisher: Springer
Published: November 14, 2005
Language: eng
Format: Paperback
Number of pages: 223
ISBN-13: 9783540283423
Subjects: Investment & securities; Science/Mathematics; Finance; Science; Business / Economics / Finance; Econometrics; Economics - General; Asset Pricing; Bond Yields; Business & Economics / Econometrics; Nonlinear Filters; State Space Model; Term Structure of Interest Rates; Reference; Interest rates; Mathematical models; Obligaties.; Rente.; gtt
Notes: Lecture Notes in Economics and Mathematical Systems