Another Arbitrage-Free Affine Model of TIPS Yields with Embedded Liquidity Risk
Year of publication: |
[2021]
|
---|---|
Authors: | Durham, J. Benson |
Publisher: |
[S.l.] : SSRN |
Subject: | Theorie | Theory | Zinsstruktur | Yield curve | Kapitaleinkommen | Capital income | Risikoprämie | Risk premium | Arbitrage Pricing | Arbitrage pricing | Portfolio-Management | Portfolio selection |
Extent: | 1 Online-Ressource (49 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments September 12, 2021 erstellt |
Other identifiers: | 10.2139/ssrn.3927298 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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