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Affine term-structure models : theory and implementation / by David Jamieson Bolder.: FB3-2/101-15E

This summary is accomplished in a self-contained manner with sufficient detail so that relatively few technical points will be left for the reader to ponder. As such, this paper represents a first step towards advancing the Bank of Canada's research agenda in this area, with a view to using these models to assist with practical debt and risk-management problems currently under study.--Abstract

Permanent link to this Catalogue record:
publications.gc.ca/pub?id=9.615810&sl=0

Publication information
Department/Agency
  • Bank of Canada.
TitleAffine term-structure models : theory and implementation / by David Jamieson Bolder.
Series title
  • Working paper 1192-5434 2001-15
Publication typeMonograph - View Master Record
Language[English]
FormatPhysical text
Other formatsDigital text-[English]
Note(s)
  • "This summary is accomplished in a self-contained manner with sufficient detail so that relatively few technical points will be left for the reader to ponder. As such, this paper represents a first step towards advancing the Bank of Canada's research agenda in this area, with a view to using these models to assist with practical debt and risk-management problems currently under study."--Abstract.
  • Bibliography.
  • Résumés en français
Publishing information
  • Ottawa - Ontario : Bank of Canada 2001.
BindingSoftcover
Descriptionv, 60p. : figs., graphs, tables ; 28 cm.
ISSN1192-5434
Catalogue number
  • FB3-2/101-15E
Subject terms
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