Estimating One-factor Models of Short-term Interest Rates
Author | : Desmond John Mc Manus |
Publisher | : |
Total Pages | : 50 |
Release | : 1999 |
ISBN-10 | : IND:30000112263417 |
ISBN-13 | : |
Rating | : 4/5 (17 Downloads) |
Book Synopsis Estimating One-factor Models of Short-term Interest Rates by : Desmond John Mc Manus
Download or read book Estimating One-factor Models of Short-term Interest Rates written by Desmond John Mc Manus and published by . This book was released on 1999 with total page 50 pages. Available in PDF, EPUB and Kindle. Book excerpt: Considers a wide range of several continuous-time one-factor models for short-term interest rates that are nested into one general model.