Term structure analysis based on a static model of inter-bank bond market
Feihang Wang, Feiting Wang and Li Zhang
| Year of publication: |
2016
|
|---|---|
| Authors: | Wang, Feihang ; Wang, Feiting ; Zhang, Li |
| Published in: |
International journal of services technology and management. - Wolvertin Mill : Interscience Enterprises, ISSN 1460-6720, ZDB-ID 2072619-3. - Vol. 22.2016, 1/2, p. 63-73
|
| Subject: | term structure of interest rates | spot rate | polynomial spline | Svensson model | Zinsstruktur | Yield curve | Theorie | Theory | Anleihe | Bond | Rentenmarkt | Bond market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011645313