A New Approach to Estimation of the Term Structure of Interest Rates
Year of publication: |
1984
|
---|---|
Authors: | Chambers, Donald R. ; Carleton, Willard T. ; Waldman, Donald W. |
Published in: |
Journal of Financial and Quantitative Analysis. - Cambridge University Press. - Vol. 19.1984, 03, p. 233-252
|
Publisher: |
Cambridge University Press |
Description of contents: | Abstract [journals.cambridge.org] |
Saved in:
Saved in favorites
Similar items by person
-
A new approach to estimation of the term structure of interest rates
Chambers, Donald R., (1984)
-
Immunizing Default-Free Bond Portfolios with a Duration Vector
Chambers, Donald R., (1988)
-
Immunizing default-free bond portfolios with a duration vector
Chambers, Donald Robert, (1988)
- More ...