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Term structure modeling and estimation in a state space framework /

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Bibliographic Details
Main Author: Lemke, Wolfgang
Corporate Author: SpringerLink (Online service)
Format: eBook
Language:English
Published: Berlin : Springer, [2006]
Series:Lecture notes in economics and mathematical systems ; 565.
Lecture notes in economics and mathematical systems ; v. 565.
Subjects:
Interest rates > Mathematical models.
Electronic books.
Online Access:Connect to the full text of this electronic book
Description
Item Description:Electronic resource.
Physical Description:ix, 222 pages : illustrations ; 24 cm.
Bibliography:Includes bibliographical references (pages [215]-220).
ISBN:3540283447
9783540283447
DOI:10.1007/3-540-28344-7