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
Lien permanent pour cette publication :
publications.gc.ca/pub?id=9.578633&sl=1
Ministère/Organisme | Bank of Canada. |
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Titre | Affine term-structure models : theory and implementation / by David Jamieson Bolder. |
Titre de la série | Bank of Canada working paper1701-93972001-15 |
Type de publication | Série - Voir l'enregistrement principal |
Langue | [Anglais] |
Format | Électronique |
Document électronique | |
Autres formats offerts | Papier-[Anglais] |
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 |
Information sur la publication | Ottawa - Ontario : Bank of Canada October 2001. |
Description | 68p.figs., graphs, tables |
ISSN | 1701-9397 |
Numéro de catalogue |
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Descripteurs | Interest rates Models |
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