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Theoretical and empirical analysis of common factors in a term structure model [[electronic resource] /] / by Ting Ting Huang
| 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 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Theoretical and empirical analysis of common factors in a term structure model [[electronic resource] /] / by Ting Ting Huang
| 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 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||