Essays on interest rate theory

Essays on interest rate theory

Diss. (sammanfattning) Stockholm : Handelshögskolan, 2008 Sammanfattning jämte 3 uppsatser

Bibliographic Details
Main Author: Elhouar, Mikael
Format: Doctoral Thesis
Language:English
Published: Handelshögskolan i Stockholm, Finansiell Ekonomi (FI) 2008
Subjects:
Interest rate models
Regime switching
Markovian realizations
Expectations hypothesis
Heath-Jarrow-Morton
Swap market model
State space models
expectations hypotheses
LIBOR market model
Ränta
matematiska modeller
Business and economics
Ekonomi
Online Access:http://urn.kb.se/resolve?urn=urn:nbn:se:hhs:diva-451
http://nbn-resolving.de/urn:isbn:978-91-7258-761-8

Internet

http://urn.kb.se/resolve?urn=urn:nbn:se:hhs:diva-451
http://nbn-resolving.de/urn:isbn:978-91-7258-761-8

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