00000nam##2200000za#4500 9.578633 CaOODSP 20211126112845 cr ||||||||||| 150406|2001||||xxc|||||o f|0| 0 eng|d 1701-9397 CaOODSP eng n-cn--- FB3-2/101-15E-PDF Bank of Canada. Affine term-structure models : [electronic resource] theory and implementation / by David Jamieson Bolder. Ottawa - Ontario : Bank of Canada October 2001. 68p. figs., graphs, tables Bank of Canada working paper 1701-9397 2001-15 "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. 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 Résumés en français 14-03-Supp 2014-01-17 Interest rates gcpds Models gcpds Affine term-structure models : (CaOODSP)9.615810 Working paper (Bank of Canada) 1701-9397 2001-15 (CaOODSP)9.504604 http://publications.gc.ca PDF 505 KB https://publications.gc.ca/collections/collection_2014/banque-bank-canada/FB3-2-101-15-eng.pdf 2001-15