Global term structure modelling using principal component analysis
Arcady Novosyolov; Daniel Satchkov
| Year of publication: |
2008
|
|---|---|
| Authors: | Novosyolov, Arcady ; Satchkov, Daniel |
| Published in: |
The journal of asset management. - Basingstoke : Palgrave Macmillan, ISSN 1470-8272, ZDB-ID 2209717X. - Vol. 9.2008/09, 1, p. 49-60
|
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Language: | English |
| Source: |
Persistent link: https://www.econbiz.de/10009871006