Modellierung von Zinsstrukturkurven
Year of publication: |
2011
|
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Authors: | Hewicker, Harald ; Cremers, Heinz |
Publisher: |
Frankfurt a. M. : Frankfurt School of Finance & Management |
Subject: | Zinsstruktur | Zinsstrukturtheorie | Abzinsung | Theorie | Schätzung | Öffentliche Anleihe | Deutschland | yield curve | zero curve | modeling | bootstrapping | Nelson/Siegel | Svensson | Diebold/Li | bucketing | interpolation |
Series: | |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | German |
Other identifiers: | 664523366 [GVK] hdl:10419/48652 [Handle] RePEc:zbw:fsfmwp:165 [RePEc] |
Classification: | C52 - Model Evaluation and Testing ; G12 - Asset Pricing |
Source: |
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