Term Structure Modeling and Estimation in a State Space Framework
| Main Author: | Lemke, Wolfgang |
|---|---|
| Other Authors: | Bundesbank, Deutsche |
| Format: | Electronic Kit Book |
| Language: | English |
| Published: |
Berlin, Heidelberg
Springer-Verlag Berlin Heidelberg
2006
|
| Series: | Lecture Notes in Economics and Mathematical Systems
565 |
| Subjects: | |
| Online Access: | http://dx.doi.org/10.1007/3-540-28344-7 |
Similar Items
-
Consumer Demand in the United States Prices, Income, and Consumption Behavior
by: Taylor, Lester D
Published: (2010) -
Learning in Economic Systems with Expectations Feedback
by: Wenzelburger, Jan
Published: (2006) -
Handbook of Quantitative Finance and Risk Management
by: Lee, Cheng-Few
Published: (2010) -
Handbook of Portfolio Construction
by: Guerard, John B
Published: (2010) -
Pricing of Derivatives on Mean-Reverting Assets
by: Lutz, BjΓΆrn
Published: (2010)