The Affine Arbitrage-Free Class of : Nelson-Siegel Term Structure Models
Year of publication: |
[2010]
|
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Authors: | Christensen, Jens Henrik Eggert |
Other Persons: | Diebold, Francis X. (contributor) ; Rudebusch, Glenn D. (contributor) |
Publisher: |
[2010]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Zinsstruktur | Yield curve | Arbitrage Pricing | Arbitrage pricing | Kapitaleinkommen | Capital income | Prognose | Forecast |
Extent: | 1 Online-Ressource (38 p) |
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Series: | NBER Working Paper ; No. w13611 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments November 2007 erstellt |
Source: | ECONIS - Online Catalogue of the ZBW |
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