Lemke, Wolfgang.

Term Structure Modeling and Estimation in a State Space Framework [electronic resource] / by Wolfgang Lemke, Deutsche Bundesbank. - Berlin, Heidelberg : Springer-Verlag Berlin Heidelberg, 2006. - ix, 222 pages : illustration, digital ; 24 cm. - Lecture Notes in Economics and Mathematical Systems, 565 0075-8442 ; .

9783540283447 (electronic bk.)


Interest rates--Mathematical models.
Economics/Management Science.
Financial Economics.
Econometrics.
Economics/Management Science, general.
Quantitative Finance.

HB539 / .L45 2006

332.8015118