Modelling term-structure dynamics for risk management : a practitioner's perspective / by David Jamieson Bolder.: FB3-2/106-48E-PDF
This working paper is part of a series that examines a range of economic and financial issues of interest to bankers, economists and policymakers.
Permanent link to this Catalogue record:
publications.gc.ca/pub?id=9.561685&sl=0
| Department/Agency | Canada. Bank of Canada, issuing body. |
|---|---|
| Title | Modelling term-structure dynamics for risk management : a practitioner's perspective / by David Jamieson Bolder. |
| Variant title | Practitioner's perspective |
| Series title | Bank of Canada working paper, 1701-9397 ; 2006-48 |
| Publication type | Series - View Master Record |
| Language | [English] |
| Format | Electronic |
| Electronic document | |
| Other formats | Paper-[English] |
| Note(s) | Bibliography. (Résumé en français.) |
| Publishing information | Bank of Canada, December 2006. |
| Author / Contributor | Bolder, David, author. |
| Description | 1 online resource (89 pages) : figures (some coloured), tables. |
| ISSN | 1701-9397 |
| Catalogue number |
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| Subject terms | Interest rates |
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