The affine arbitrage-free class of Nelson-Siegel term structure models
Jens H. E. Christensen; Francis X. Diebold; Glenn D. Rudebusch
| Year of publication: |
11. Sept. 2007
|
|---|---|
| Other Persons: | Christensen, Jens H. E. (contributor) ; Diebold, Francis X. (contributor) ; Rudebusch, Glenn D. (contributor) |
| Publisher: |
Philadelphia, Pa. : Financial Institutions Center, Wharton School, Univ. of Pennsylvania |
| Subject: | Zinsstruktur | Yield curve | Arbitrage Pricing | Arbitrage pricing | Kapitaleinkommen | Capital income | Prognose | Forecast | Theorie | Theory |
| Extent: | Online-Ressource, 36 S., Text |
|---|---|
| Series: | Working papers / Financial Institutions Center. - Philadelphia, Pa., ISSN 1936-9344, ZDB-ID 2189283-0. - Vol. 07,37 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003586276