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Lemke, Wolfgang

Libros de: Lemke, Wolfgang

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  • Term Structure Modeling And Estimation In a State Space Framework.

    Term Structure Modeling And Estimation In a State Space Framework.

    Lemke, Wolfgang

    Springer (2005)

    valoración

    • EAN: 9783540283423
    • Páginas: 223
    • Fecha de edición: 2005

    pvp.68,60 €

    Sin Stock. Posibilidad entre 11 y 20 dias

    This book presents a series of dynamic models of the term structure of interest rates, covering both theory and estimation in a unified framework. Special emphasis is placed on models, which are driven by innovations ...