Yield Curve Simulation with Historical Copulas
Year of publication: |
2015
|
---|---|
Authors: | Hannah, Lincoln |
Publisher: |
[2015]: [S.l.] : SSRN |
Subject: | Multivariate Verteilung | Multivariate distribution | Zinsstruktur | Yield curve | Simulation | Kapitaleinkommen | Capital income | Theorie | Theory | Öffentliche Anleihe | Public bond |
Extent: | 1 Online-Ressource (14 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments April 17, 2015 erstellt |
Other identifiers: | 10.2139/ssrn.2595702 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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