Long-term interest and consol bond valuation
Year of publication: |
2010
|
---|---|
Authors: | Dempster, Michael A. H. ; Medova, Elena A. ; Villaverde, Michael |
Published in: |
The journal of asset management. - Basingstoke : Palgrave Macmillan, ISSN 1470-8272, ZDB-ID 2209717-X. - Vol. 11.2010/11, 2/3, p. 113-135
|
Subject: | Anleihe | Bond | Finanzanalyse | Financial analysis | Zinsstruktur | Yield curve | Zustandsraummodell | State space model | Euromarkt | Euromarkets |
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