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4579396

9783540283423

Term Structure Modeling And Estimation in a State Space Framework

Term Structure Modeling And Estimation in a State Space Framework
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Product details

  • ISBN-13: 9783540283423
  • ISBN: 3540283420
  • Publication Date: 2005
  • Publisher: Springer

AUTHOR

Lemke, Wolfgang

SUMMARY

Presenting a series of dynamic models of the term structure of interest rates, this text places special emphasis on models which are driven innovations that have a Gaussian mixture distribution.Lemke, Wolfgang is the author of 'Term Structure Modeling And Estimation in a State Space Framework ', published 2005 under ISBN 9783540283423 and ISBN 3540283420.

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