Language selection

Government of Canada / Gouvernement du Canada

Search

Affine term-structure models : theory and implementation / by David Jamieson Bolder.: FB3-2/101-15E-PDF

This summary is accomplished in a self-contained manner with sufficient detail so that relatively few technical points will be left for the reader to ponder. As such, this paper represents a first step towards advancing the Bank of Canada's research agenda in this area, with a view to using these models to assist with practical debt and risk-management problems currently under study.--Abstract

Permanent link to this Catalogue record:
publications.gc.ca/pub?id=9.578633&sl=0

Publication information
Department/Agency
  • Bank of Canada.
TitleAffine term-structure models : theory and implementation / by David Jamieson Bolder.
Series title
  • Bank of Canada working paper 1701-9397 2001-15
Publication typeMonograph - View Master Record
Language[English]
FormatDigital text
Electronic document
Other formatsPhysical text-[English]
Note(s)
  • "This summary is accomplished in a self-contained manner with sufficient detail so that relatively few technical points will be left for the reader to ponder. As such, this paper represents a first step towards advancing the Bank of Canada's research agenda in this area, with a view to using these models to assist with practical debt and risk-management problems currently under study."--Abstract.
  • Bibliography.
  • Résumés en français
Publishing information
  • Ottawa - Ontario : Bank of Canada October 2001.
Description68p.figs., graphs, tables
ISSN1701-9397
Catalogue number
  • FB3-2/101-15E-PDF
Subject terms
Request alternate formats
To request an alternate format of a publication, complete the Government of Canada Publications email form. Use the form’s “question or comment” field to specify the requested publication.

Page details

Report a problem or mistake on this page
Date modified: