Empirical Tests of Two State-Variable HJM Models
Enregistré dans:
| Auteur principal: | |
|---|---|
| Autres auteurs: | |
| Format: | Livre |
| Langue: | anglais |
| Publié: |
Atlanta
Federal Reserve Bank of Atlanta
1995
|
| Édition: | 1. ed. |
| Collection: | Working Paper
95-13 |
| Sujets: | |
| Tags: |
Pas de tags, Soyez le premier à ajouter un tag!
|
MARC
| LEADER | 00000nam a2200000 4500 | ||
|---|---|---|---|
| 001 | c012613 | ||
| 005 | 20221214070934.2 | ||
| 041 | 0 | |a eng | |
| 044 | |a US | ||
| 245 | 1 | 0 | |a Empirical Tests of Two State-Variable HJM Models |c Robert R. Bliss, Peter Ritchken |
| 250 | |a 1. ed. | ||
| 264 | 1 | |a Atlanta |b Federal Reserve Bank of Atlanta |c 1995 | |
| 300 | |a 22 s. | ||
| 490 | 1 | |a Working Paper |v 95-13 | |
| 830 | 0 | |a Working Paper |v 95-13 | |
| 610 | 2 | 0 | |a miera úroková |
| 610 | 2 | 0 | |a modely |
| 610 | 2 | 0 | |a hypotézy |
| 610 | 2 | 0 | |a papiere cenné |
| 610 | 2 | 0 | |a trh kapitálový |
| 100 | 1 | |a Bliss, Robert R. | |
| 700 | 1 | |a Ritchken, Peter | |