Estimation of spot and forward rates from daily observations
Øyvind Eitrheim
| Year of publication: |
2005
|
|---|---|
| Authors: | Eitrheim, Øyvind |
| Published in: |
Zero-coupon yield curves : technical documentation. - Basel : Bank for International Settlements, ISBN 92-9131-665-2. - 2005, p. 20-22
|
| Subject: | Schätztheorie | Estimation theory | Zinsstruktur | Yield curve | Schätzung | Estimation | Währungsderivat | Currency derivative |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003288596