A technical note on the Merrill Lynch Exponential Spline model as applied to the Canadian term structure
David Bolder, Scott Gusba and David Stréliski
| Year of publication: |
2005
|
|---|---|
| Authors: | Bolder, David ; Gusba, Scott ; Stréliski, David |
| Published in: |
Zero-coupon yield curves : technical documentation. - Basel : Bank for International Settlements, ISBN 92-9131-665-2. - 2005, p. 3-5
|
| Subject: | Kanada | Canada | Zinsstruktur | Yield curve | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Notes: | Literaturangaben |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003288578