An econometric model of the term structure of interest rate swap yields
by Darrell Duffie and Kenneth J. Singleton
| Year of publication: |
1995
|
|---|---|
| Authors: | Duffie, Darrell ; Singleton, Kenneth J. |
| Publisher: |
[Stanford, Calif.] |
| Subject: | Zinsstruktur | Yield curve | Zinsderivat | Interest rate derivative | Theorie | Theory | Swap | Makroökonometrie | Macroeconometrics | Ökonometrisches Modell | Econometric model | Schätzung | Estimation |
| Extent: | 23, [19] Bl. : graph. Darst |
|---|---|
| Type of publication: | Book / Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000904139