Term structure modeling and estimation in a state space framework
Wolfgang Lemke
| Year of publication: |
2006 [erschienen] 2005
|
|---|---|
| Authors: | Lemke, Wolfgang |
| Publisher: |
Berlin [u.a.] : Springer |
| Subject: | Zinsstruktur | Yield curve | Schätzung | Estimation | Theorie | Theory | USA | United States | Zustandsraummodell | State space model | Zinsstrukturtheorie | Zustandsraum | Stochastisches Modell | Finanzmathematik | Normalverteilung | Zeitdiskretes System |
| Description of contents: | Table of Contents [gbv.de] ; Description [zbmath.org] |
| Extent: | IX, 222 S graph. Darst 23 cm |
|---|---|
| Series: | Lecture notes in economics and mathematical systems : LNEMS. - Cham : Springer, ISSN 0075-8442, ZDB-ID 121369-6. - Vol. 565 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Hochschulschrift |
| Language: | English |
| Notes: | Literaturverz. S. 215 - 220 |
| ISBN: | 3-540-28342-0 ; 978-3-540-28342-3 |
| Classification: | Methoden und Techniken der Betriebswirtschaft ; Mathematische Statistik |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10003000929