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
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publications.gc.ca/pub?id=9.578633&sl=0
Department/Agency | Bank of Canada. |
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Title | Affine term-structure models : theory and implementation / by David Jamieson Bolder. |
Series title | Bank of Canada working paper1701-93972001-15 |
Publication type | Series - View Master Record |
Language | [English] |
Format | Electronic |
Electronic document | |
Other formats | Paper-[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. |
Description | 68p.figs., graphs, tables |
ISSN | 1701-9397 |
Catalogue number |
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Subject terms | Interest rates Models |
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