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- catalog contributor b12353890.
- catalog contributor b12353891.
- catalog created "c2001.".
- catalog date "2001".
- catalog date "c2001.".
- catalog dateCopyrighted "c2001.".
- catalog description "1. On the conventional and pure multi-period loan structure -- 2. Differential systems models for asset prices under uncertainty -- 3. Constant maturity, one-factor dynamic models for term structure estimation -- 4. Constant maturity, bilevel models for term structure estimation -- 5. Numerical experiments with one-factor and bilevel models for extended periods of observations -- 6. Modeling nonarbitrage and market price of risk in linear differential systems -- 7. Characteristics of moments in linear dynamical systems under uncertainty with perturbations -- 8. Backtesting with Treasury auction data -- 9. A forward rates-based dynamical system model -- 10. A general integro-differential term structure model.".
- catalog description "Includes bibliographical references (p. [209]-211) and index.".
- catalog extent "xx, 215 p. :".
- catalog hasFormat "Building and using dynamic interest rate models.".
- catalog identifier "0471495956 (alk. paper)".
- catalog isFormatOf "Building and using dynamic interest rate models.".
- catalog isPartOf "Wiley finance series".
- catalog issued "2001".
- catalog issued "c2001.".
- catalog language "eng".
- catalog publisher "Chichester ; New York : J. Wiley,".
- catalog relation "Building and using dynamic interest rate models.".
- catalog subject "332.8/2/015118 21".
- catalog subject "HB539 .K67 2001".
- catalog subject "Interest rates Mathematical models.".
- catalog tableOfContents "1. On the conventional and pure multi-period loan structure -- 2. Differential systems models for asset prices under uncertainty -- 3. Constant maturity, one-factor dynamic models for term structure estimation -- 4. Constant maturity, bilevel models for term structure estimation -- 5. Numerical experiments with one-factor and bilevel models for extended periods of observations -- 6. Modeling nonarbitrage and market price of risk in linear differential systems -- 7. Characteristics of moments in linear dynamical systems under uncertainty with perturbations -- 8. Backtesting with Treasury auction data -- 9. A forward rates-based dynamical system model -- 10. A general integro-differential term structure model.".
- catalog title "Building and using dynamic interest rate models / Ken O. Kortanek and Vladimir G. Medvedev.".
- catalog type "text".