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Direct estimation of the risk neutral factor dynamics of affine term structure models

Dennis Bams

Publication Data

Title Direct estimation of the risk neutral factor dynamics of affine term structure models
Author Dennis Bams
Contributors Peter C. Schotman, Centre for Economic Policy Research
Publisher Centre for Economic Policy Research
Publication date 1998
Publication location London
Language English

Topics

Affine algebraic groups
Interest rates :: Mathematical models

Catalogue Data

OBNB ID GB9913720
ISBN 10 n/a
ISBN 13 n/a
Type BibliographicResource, Book

ISBD

P1053 36 p.
P1042 Includes bibliography.

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Direct estimation of the risk neutral factor dynamics of affine term structure models by Dennis Bams. Published by Centre for Economic Policy Research in 1998. Publication and catalogue information, links to buy online and reader comments.