000 01943nam##2200313za#4500
0019.578633
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008150406|2001||||xxc|||||o    f|0| 0 eng|d
022 |a1701-9397
040 |aCaOODSP|beng
043 |an-cn---
0861 |aFB3-2/101-15E-PDF
1102 |aBank of Canada.
24510|aAffine term-structure models : |h[electronic resource]|btheory and implementation / |cby David Jamieson Bolder.
260 |aOttawa - Ontario : |bBank of Canada |cOctober 2001.
300 |a68p.|bfigs., graphs, tables
4901 |aBank of Canada working paper|x1701-9397|v2001-15
500 |a"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.
504 |aBibliography.
5203 |aThis 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
546 |aRésumés en français
590 |a14-03-Supp|b2014-01-17
69007|aInterest rates|2gcpds
69007|aModels|2gcpds
7760#|tAffine term-structure models : |w(CaOODSP)9.615810
830#0|aWorking paper (Bank of Canada)|x1701-9397|v2001-15|w(CaOODSP)9.504604
85640|ahttp://publications.gc.ca|qPDF|s505 KB|uhttps://publications.gc.ca/collections/collection_2014/banque-bank-canada/FB3-2-101-15-eng.pdf|y2001-15