✦ LIBER ✦

SOLVABLE AFFINE TERM STRUCTURE MODELS

✍ Scribed by Martino Grasselli; Claudio Tebaldi

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Consistency conditions for affine term s

✍ Sergei LevendorskiĬ 📂 Article 📅 2006 🏛 Springer 🌐 English ⚖ 171 KB

Specification Analysis of Affine Term St

✍ Qiang Dai; Kenneth J. Singleton 📂 Article 📅 2000 🏛 John Wiley and Sons 🌐 English ⚖ 290 KB

A portfolio-based evaluation of affine t

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

Affine Term Structure Models and the For

✍ David K. Backus; Silverio Foresi; Chris I. Telmer 📂 Article 📅 2001 🏛 John Wiley and Sons 🌐 English ⚖ 151 KB

A general characterization of one factor

✍ Damir Filipović 📂 Article 📅 2001 🏛 Springer-Verlag 🌐 English ⚖ 177 KB

Stochastic Jacobian and Riccati ODE in a

✍ Grasselli, Martino ;Tebaldi, Claudio 📂 Article 📅 2007 🏛 Springer ⚖ 176 KB