Term Structure Mode and Estimation in a State Space Framework [1 ed.] 9783540283423, 3-540-28342-0, 3540283420

This book presents a series of dynamic models of the term structure of interest rates, covering both theory and estimati

111 25 324KB

English Pages 224 Year 2005

Report DMCA / Copyright

DOWNLOAD PDF FILE

Term Structure Mode and Estimation in a State Space Framework [1 ed.]
 9783540283423, 3-540-28342-0, 3540283420

  • 0 0 0
  • Like this paper and download? You can publish your own PDF file online for free in a few minutes! Sign Up
File loading please wait...
Recommend Papers