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| 01850nam##2200361za#4500 |
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| 001 | 9.614989 |
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| 003 | CaOODSP |
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| 005 | 20211126112847 |
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| 007 | ta |
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| 008 | 150406|1999||||xxc||||| f|0| 0 eng|d |
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| 020 | |a0-662-28327-9 |
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| 022 | |a1192-5434 |
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| 040 | |aCaOODSP|beng |
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| 043 | |an-cn--- |
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| 086 | 1 |aFB3-2/99-19E |
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| 110 | 2 |aBank of Canada. |
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| 245 | 10|aPricing interest rate derivatives in a non-parametric two-factor term-structure model / |cby John Knight, Fuchun Li and Mingwei Yuan. |
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| 260 | |aOttawa - Ontario : |bBank of Canada |c1999. |
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| 300 | |a46p. : |bgraphs, references, tables ; |c28 cm. |
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| 490 | 1 |aWorking paper|x1192-5434|v99-19 |
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| 500 | |a"The non-parametric two-factor model can be employed to analyze the effects of monetary policy actions on the term structure... The empirical term-structure effects of monetary policy actions (control over the overnight rate and its volatility) can be estimated through the non-parametric technique developed in this paper."--Page 2. |
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| 520 | 3 |aThe non-parametric two-factor model can be employed to analyze the effects of monetary policy actions on the term structure... The empirical term-structure effects of monetary policy actions (control over the overnight rate and its volatility) can be estimated through the non-parametric technique developed in this paper.--Page 2 |
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| 546 | |aRésumés en français |
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| 563 | |aSoftcover |
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| 590 | |a99-48|b1999-12-03 |
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| 690 | 07|aInterest rates|2gcpds |
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| 690 | 07|aModels|2gcpds |
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| 720 | 1 |aYuan, Mingwei |
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| 720 | 1 |aknight, John |
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| 720 | 1 |aLi, Fuchun |
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| 776 | 0#|tPricing interest rate derivatives in a non-parametric two-factor term-structure model / |w(CaOODSP)9.571703 |
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| 830 | #0|aWorking paper,|x1192-5434|v99-19|w(CaOODSP)9.514622 |
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