Modellierung von Zinsstrukturkurven
Year of publication: |
2011
|
---|---|
Authors: | Hewicker, Harald ; Cremers, Heinz |
Institutions: | Frankfurt School of Finance and Management |
Subject: | yield curve | zero curve | modeling | bootstrapping | Nelson/Siegel | Svensson | Diebold/Li | bucketing | interpolation |
Extent: | application/pdf |
---|---|
Series: | Frankfurt School - Working Paper Series. - ISSN 1436-9753. |
Type of publication: | Book / Working Paper |
Language: | German |
Notes: | Number 165 |
Classification: | C52 - Model Evaluation and Testing ; G12 - Asset Pricing |
Source: |
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Modellierung von Zinsstrukturkurven
Hewicker, Harald, (2011)
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