Theoretical and empirical analysis of common factors in a term structure model. (2009)

• Record Type: Book
• Further Information: Note: By Ting Ting Huang.
• Other Names: Huang, Ting-Ting
• Contents: Introductory note; contents; list of tables; list of figures; 1. introduction; 2. common factors of random variables; 3. common factors of stochastic processes; 4. modelling the us treasury bonds; 5. the independency of the first two common factors; 6. conclusion; references.
• Publisher Details: Newcastle upon Tyne : Cambridge Scholars Pub
• Publication Date: 2009
• Extent: 1 online resource (xi, 38 pages :), illustrations
• Subjects: 332.6323015118; Economics, finance, business & management; Bonds -- Mathematical models; Capital assets pricing model; BUSINESS & ECONOMICS -- Investments & Securities -- Bonds; Bonds -- Mathematical models; Capital assets pricing model; Finance; Econometrics; Electronic books
• Languages: English
• ISBNs: 1443815829; 9781443815826
• Related ISBNs: 9781443813112; 1443813117; 9781443815826
• Notes: Note: Includes bibliographical references (pages 37-38).
• Access Rights: Legal Deposit; Only available on premises controlled by the deposit library and to one user at any one time; The Legal Deposit Libraries (Non-Print Works) Regulations (UK).
• Access Usage: Restricted: Printing from this resource is governed by The Legal Deposit Libraries (Non-Print Works) Regulations (UK) and UK copyright law currently in force.