The structure of spot rates and immunization : some further results
Year of publication: |
2001
|
---|---|
Authors: | Navarro Arribas, Eliseo ; Nave Pineda, Juan M. |
Published in: |
Spanish economic review : SER. - Berlin [u.a.] : Springer, ISSN 1435-5469, ZDB-ID 1469301-X. - Vol. 3.2001, 4, p. 273-294
|
Subject: | Principal components analysis | Zinsstruktur | Yield curve | Öffentliche Anleihe | Public bond | Theorie | Theory |
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