Affine Term-Structure Models: Theory and Implementation-Reference-Cited by-同舟云学术

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Affine Term-Structure Models: Theory and Implementation

Published:2001 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Bolder David Jamieson

Publisher

Elsevier BV

Reference58 articles.

1. Innovations in the Modeling of the Term Structure of Interest Rates;P A Abken;Federal Reserve Bank of Atlanta Economic Review,1990

2. Kalman Filtering of Generalized Vasicek Term Structure Models;S H Babbs;Journal of Financial and Quantitative Analysis,1999

3. Discrete-Time Models of Bond Pricing;D Backus;Graduate School of Industrial Administration,1998

4. Design and Estimation of Affine Yield Models;D Backus;Graduate School of Industrial Administration,1999

5. The Central Tendency: A Second Factor in Bond Yields

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