Time-consistent no-arbitrage models of the term structure

Time-consistent no-arbitrage models of the te ...
Michael W. Brandt, Michael W. ...
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Last edited by WorkBot
December 10, 2009 | History

Time-consistent no-arbitrage models of the term structure

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Publish Date
Language
English
Pages
36

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Book Details


Edition Notes

"January 2003."

Includes bibliographical references.

Also available in PDF from the NBER world wide web site (www.nber.org).

Published in
Cambridge, Mass
Series
NBER working paper series -- no. 9458., Working paper series (National Bureau of Economic Research) -- working paper no. 9458.

The Physical Object

Pagination
36 p. :
Number of pages
36

ID Numbers

Open Library
OL17614682M
OCLC/WorldCat
51757263

Source records

Oregon Libraries MARC record

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December 10, 2009 Created by WorkBot add works page