Theoretical and empirical analysis of common factors in a term structure model [[electronic resource] /] / by Ting Ting Huang |
Autore | Huang Ting-Ting |
Pubbl/distr/stampa | Newcastle upon Tyne, : Cambridge Scholars Pub., 2009 |
Descrizione fisica | 1 online resource (50 p.) |
Disciplina | 332.6323015118 |
Soggetto topico |
Bonds - Mathematical models
Capital assets pricing model |
Soggetto genere / forma | Electronic books. |
ISBN |
1-282-41475-5
9786612414756 1-4438-1582-9 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | INTRODUCTORY NOTE; CONTENTS; LIST OF TABLES; LIST OF FIGURES; 1. INTRODUCTION; 2. COMMON FACTORS OF RANDOM VARIABLES; 3. COMMON FACTORS OF STOCHASTIC PROCESSES; 4. MODELING THE US TREASURY BONDS; 5. THE INDEPENDENCY OF THE FIRST TWO COMMON FACTORS; 6. CONCLUSION; REFERENCES |
Record Nr. | UNINA-9910464595003321 |
Huang Ting-Ting
![]() |
||
Newcastle upon Tyne, : Cambridge Scholars Pub., 2009 | ||
![]() | ||
Lo trovi qui: Univ. Federico II | ||
|
Theoretical and empirical analysis of common factors in a term structure model [[electronic resource] /] / by Ting Ting Huang |
Autore | Huang Ting-Ting |
Pubbl/distr/stampa | Newcastle upon Tyne, : Cambridge Scholars Pub., 2009 |
Descrizione fisica | 1 online resource (50 p.) |
Disciplina | 332.6323015118 |
Soggetto topico |
Bonds - Mathematical models
Capital assets pricing model |
ISBN |
1-282-41475-5
9786612414756 1-4438-1582-9 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | INTRODUCTORY NOTE; CONTENTS; LIST OF TABLES; LIST OF FIGURES; 1. INTRODUCTION; 2. COMMON FACTORS OF RANDOM VARIABLES; 3. COMMON FACTORS OF STOCHASTIC PROCESSES; 4. MODELING THE US TREASURY BONDS; 5. THE INDEPENDENCY OF THE FIRST TWO COMMON FACTORS; 6. CONCLUSION; REFERENCES |
Record Nr. | UNINA-9910788994403321 |
Huang Ting-Ting
![]() |
||
Newcastle upon Tyne, : Cambridge Scholars Pub., 2009 | ||
![]() | ||
Lo trovi qui: Univ. Federico II | ||
|
Theoretical and empirical analysis of common factors in a term structure model / / by Ting Ting Huang |
Autore | Huang Ting-Ting |
Edizione | [1st ed.] |
Pubbl/distr/stampa | Newcastle upon Tyne, : Cambridge Scholars Pub., 2009 |
Descrizione fisica | 1 online resource (50 p.) |
Disciplina | 332.6323015118 |
Soggetto topico |
Bonds - Mathematical models
Capital assets pricing model |
ISBN |
1-282-41475-5
9786612414756 1-4438-1582-9 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | INTRODUCTORY NOTE; CONTENTS; LIST OF TABLES; LIST OF FIGURES; 1. INTRODUCTION; 2. COMMON FACTORS OF RANDOM VARIABLES; 3. COMMON FACTORS OF STOCHASTIC PROCESSES; 4. MODELING THE US TREASURY BONDS; 5. THE INDEPENDENCY OF THE FIRST TWO COMMON FACTORS; 6. CONCLUSION; REFERENCES |
Record Nr. | UNINA-9910816872003321 |
Huang Ting-Ting
![]() |
||
Newcastle upon Tyne, : Cambridge Scholars Pub., 2009 | ||
![]() | ||
Lo trovi qui: Univ. Federico II | ||
|