Affine term-structure models : theory and implementation / by David Jamieson Bolder. : FB3-2/101-15E
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=9.615810&sl=0
| Department/Agency | Bank of Canada. |
|---|---|
| Title | Affine term-structure models : theory and implementation / by David Jamieson Bolder. |
| Series title | Working paper1192-54342001-15 |
| Publication type | Series - View Master Record |
| Language | [English] |
| Format | Paper |
| Other formats | Electronic-[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 2001. |
| Binding | Softcover |
| Description | v, 60p. : figs., graphs, tables ; 28 cm. |
| ISSN | 1192-5434 |
| Catalogue number |
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| Subject terms | Interest rates Models |
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