Search Results for: Affine Term Structure Models

Affine Term Structure Models

Affine Term Structure Models
Author :
Publisher :
Total Pages : 66
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ISBN-10 : OCLC:249250272
ISBN-13 :
Rating : 4/5 (72 Downloads)
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Book Synopsis Affine Term Structure Models by : Christian Gouriéroux

Download or read book Affine Term Structure Models written by Christian Gouriéroux and published by . This book was released on 2002 with total page 66 pages. Available in PDF, EPUB and Kindle. Book excerpt:


Affine Term Structure Models Related Books

Affine Term Structure Models
Language: en
Pages: 66

Affine Term Structure Models

Authors: Christian Gouriéroux
Categories:
Type: BOOK - Published: 2002 - Publisher:

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Affine Term-structure Models
Language: en
Pages: 60

Affine Term-structure Models

Authors: David Bolder
Categories: Geometry, Affine
Type: BOOK - Published: 2001 - Publisher:

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Affine models describe the stylized time-series properties of the term structure of interest rates in a reasonable manner, they generalize relatively easily to
Time-series and Cross-section Information in Affine Term Structure Models
Language: en
Pages: 56

Time-series and Cross-section Information in Affine Term Structure Models

Authors: Frank de Jong
Categories: Interest rates
Type: BOOK - Published: 1999 - Publisher:

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Specification Analysis of Affine Term Structure Models
Language: en
Pages: 51

Specification Analysis of Affine Term Structure Models

Authors: Qiang Dai
Categories: Geometry, Affine
Type: BOOK - Published: 1997 - Publisher:

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This paper characterizes, interprets, and tests the over-identifying restrictions imposed in affine models of the term" structure. Letting r(t) = ë Y(t), where
Essays on Affine Term Structure Models
Language: en
Pages: 116

Essays on Affine Term Structure Models

Authors: Bovorn Vichiansin
Categories: Interest rates
Type: BOOK - Published: 2006 - Publisher:

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