ヘルプ
ヘルプ

検索結果 8 件

Affine term-structure models : theory and implementation / by David Jamieson Bolder. (Working paper)

Affine term-structure models : theory and implementation / by David Jamieson Bolder. (Working paper)
紙図書
Bank of Canada2001.<DA98-A11>
国立国会図書館

Term-Structure Models

Term-Structure Models
デジタル記事
2009
全国の図書館

Term-structure models : a graduate course : [pbk.]

Term-structure models : a graduate course : [pbk.]
紙図書
Damir FilipovićSpringer2009
全国の図書館
  • 件名Interest rate futures -- Mathematical models
  • 件名（識別子）Interest rate futures -- Mathematical models

Conditional volatility in affine term-structure models: Evidence from Treasury and swap markets☆

Conditional volatility in affine term-structure models: Evidence from Treasury and swap markets☆
デジタル記事
2009-03Journal of Financial Economics91 3p.288-318
全国の図書館

Pricing interest rate derivatives in a non-parametric two-factor term-structure model / by John Knight, Fuchun Li, Mingwei Yuan. (Bank of Canada working paper ; 99-19)

Pricing interest rate derivatives in a non-parametric two-factor term-structure model / by John Knight, Fuchun Li, Mingwei Yuan. (Bank of Canada working paper ; 99-19)
紙図書
Bank of Canada1999.<DF161-A31>
国立国会図書館

Modelling term-structure dynamics for risk management : a practitioner's perspective / by David Jamieson Bolder. (Bank of Canada working paper ; 2006-48)

Modelling term-structure dynamics for risk management : a practitioner's perspective / by David Jamieson Bolder. (Bank of Canada working paper ; 2006-48)
紙図書
Bank of Canada[2006]<AC3-411-B626>
国立国会図書館

Time Series and Cross-section Information in Affine Term-Structure Models

Time Series and Cross-section Information in Affine Term-Structure Models
デジタル記事
2000-07Journal of Business & Economic Statistics18 3p.300-314
全国の図書館

A joint econometric model of macroeconomic and term-structure dynamics

A joint econometric model of macroeconomic and term-structure dynamics
デジタル記事
2006-03Journal of Econometrics131 1-2p.405-444
全国の図書館

検索結果は以上です。