An arbitrage-free three-factor term structure model and the recent behavior of long-term yields and distant-horizon forward rates
- Författare
- Don H. Kim
- (Don H. Kim and Jonathan H. Wright.)
- Genre
- Bibliografi
- Språk
- Engelska
| Förlag | År | Ort | Om boken | ISBN |
|---|---|---|---|---|
| Federal Reserve Board, Divisions of Research & Statistics and Monetary Affairs | 2005 | District of Columbia, Washington, D.C | 21 sidor. 28 cm. |