Principal component and second generation wavelet analysis of Treasury yield curve evolution

by Mark L. Copper

Year of publication:	2004
Authors:	Cooper, Mark L.
Subject:	Zustandsraummodell \| State space model \| Optionspreistheorie \| Option pricing theory \| Vergleich \| Comparison \| Portfolio-Management \| Portfolio selection \| Anleihe \| Bond \| Kapitaleinkommen \| Capital income \| Zinsrisiko \| Interest rate risk \| Zinsstruktur \| Yield curve \| Theorie \| Theory

Check Google Scholar |

More access options

In libraries world-wide (WorldCat)

In German libraries (KVK)

Which error do you want to report?

Report: URL of this record is broken

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: Addition of an URL to that resource

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: The language(s) of that resource is/are…

Please note: Required language not in the list? Please use comment field

Report: Addition of an identifier to that resource

Report: report typo

Report: Add statement

Report: Add keywords

Please use the commentary box to describe other errors

Would you like to receive a feedback?

Commentary

Please type the code from the image

For general questions please use this address.

Persistent link: https://www.econbiz.de/10003386850

A service of the