Affine Multiple Yield Curve Models
Year of publication: |
2018
|
---|---|
Authors: | Cuchiero, Christa |
Other Persons: | Fontana, Claudio (contributor) ; Gnoatto, Alessandro (contributor) |
Publisher: |
[2018]: [S.l.] : SSRN |
Subject: | Zinsstruktur | Yield curve | Kapitaleinkommen | Capital income | Ökonometrisches Modell | Econometric model | Theorie | Theory |
Extent: | 1 Online-Ressource (39 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments December 10, 2017 erstellt |
Other identifiers: | 10.2139/ssrn.2890498 [DOI] |
Classification: | E43 - Determination of Interest Rates; Term Structure Interest Rates ; G12 - Asset Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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