The term structure of interest rates : evidence and theory
Year of publication: |
1986
|
---|---|
Authors: | Melino, Angelo |
Publisher: |
Toronto |
Subject: | Zins | Theorie | Theory | Zinsstruktur | Yield curve |
Extent: | 60 S. 8° |
---|---|
Series: | Working paper series ; 8601 |
Type of publication: | Book / Working Paper |
Language: | English |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Stylised properties of the interest rate term structure under the benchmark approach
Fergusson, Kevin, (2014)
-
On dynamic forward rate modeling and principal component analysis
Bermin, Hans-Peter, (2014)
-
Forecasting interest rates using geostatistical techniques
Arbia, Giuseppe, (2015)
- More ...
-
Pricing foreign currency options with stochastic volatility
Melino, Angelo, (1988)
-
Estimation of continuous-time models in finance
Melino, Angelo, (1991)
-
A revealed preference analysis of asset pricing under recursive utility
Epstein, Larry G., (1993)
- More ...