Essays on term structure modeling : estimation, nonlinearities and immunization
Year of publication: |
2007
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Authors: | Archontakis, Theofanis |
Publisher: |
Frankfurt (Main) |
Subject: | regime-switching | Zinsstruktur | Yield curve | Zins | Interest rate | Dynamische Wirtschaftstheorie | Economic dynamics | Anleihe | Bond | Finanzanalyse | Financial analysis | Hedging | Theorie | Theory | Schätzung | Estimation | Deutschland | Germany | USA | United States | Rendite | Laufzeit | Dynamisches Modell |
Description of contents: | Table of Contents [gbv.de] |
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Archontakis, Theofanis, (2007)
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Archontakis, Theofanis, (2008)
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A dynamic linear model of the determinants of yield spreads on fixed-income securities
Crabbe, Leland E., (1993)
- More ...
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Bond pricing when the short term interest rate follows a threshold process
Lemke, Wolfgang, (2006)
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Archontakis, Theofanis, (2007)
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Essays on term structure modeling : estimation, nonlinearities and immunization
Archontakis, Theofanis, (2007)
- More ...