A yield-only model for the term structure of interest rates

Publisher: Cambridge University Press

E-ISSN: 1748-5002|8|1|99-130

ISSN: 1748-4995

Source: Annals of Actuarial Science, Vol.8, Iss.1, 2013-11, pp. : 99-130

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract