Discrete-Time Arbitrage-Free Nelson-Siegel Term Structure Model and Application
Year of publication: |
2016
|
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Authors: | Hong, Zhiwu |
Other Persons: | Niu, Linlin (contributor) ; Zeng, Gengming (contributor) |
Publisher: |
[2016]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Zinsstruktur | Yield curve | Arbitrage Pricing | Arbitrage pricing | Kapitaleinkommen | Capital income |
Extent: | 1 Online-Ressource (45 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments February 11, 2016 erstellt |
Other identifiers: | 10.2139/ssrn.2731041 [DOI] |
Classification: | G1 - General Financial Markets ; E4 - Money and Interest Rates ; C5 - Econometric Modeling |
Source: | ECONIS - Online Catalogue of the ZBW |
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