Modeling the term structure of interest rates with general diffusion processes : a moment approximation approach
by Hideyuki Takamizawa and Isao Shoji
| Year of publication: |
Oct. 2006
|
|---|---|
| Other Persons: | Takamizawa, Hideyuki (contributor) ; Shoji, Isao (contributor) |
| Publisher: |
Tokyo : Graduate School of Economics, Hitotsubashi Univ. |
| Subject: | Zinsstruktur | Yield curve | Stochastischer Prozess | Stochastic process | Nichtlineare Regression | Nonlinear regression | Theorie | Theory | USA | United States |
| Extent: | Online-Ressource, 31 S. = 288 KB, Text graph. Darst. |
|---|---|
| Series: | Discussion papers, economics. - Tokyo, ZDB-ID 2175079-8. - Vol. 2006,5 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat Reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003387612