✦ LIBER ✦

A general characterization of one factor affine term structure models

✍ Scribed by Damir Filipović

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

A general equilibrium framework for the

✍ JoãoPedroVidal Nunes 📂 Article 📅 2004 🏛 Springer-Verlag 🌐 English ⚖ 372 KB

On a general class of one-factor models

✍ W.M. Schmidt 📂 Article 📅 1996 🏛 Springer-Verlag 🌐 English ⚖ 209 KB

A portfolio-based evaluation of affine t

✍ Andrea Beltratti; Paolo Colla 📂 Article 📅 2006 🏛 Springer US 🌐 English ⚖ 735 KB

On the equivalence of a class of affine

✍ Oh Kang Kwon 📂 Article 📅 2008 🏛 Springer 🌐 English ⚖ 244 KB

Zero coupon bonds and affine term struct

✍ Luis H.R. Alvarez 📂 Article 📅 1998 🏛 Elsevier Science 🌐 English ⚖ 279 KB

A note on immunization under a general s

✍ Peter Albrecht 📂 Article 📅 1985 🏛 Elsevier Science 🌐 English ⚖ 547 KB