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Theoretical and empirical analysis of common factors in a term structure model

by Huang, Ting-Ting.

Additional authors: ebrary, Inc.

Published by : Cambridge Scholars Pub., (Newcastle upon Tyne :) Physical details: xi, 38 p. : ill.

Subject(s): Bonds -- Mathematical models. | Capital assets pricing model. | Electronic books.

Year: 2009

Online resources:

http://site.ebrary.com/lib/rucke/Doc?id=10677015
- An electronic book accessible through the World Wide Web; click to view

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Includes bibliographical references ( p. 37-38).

Electronic reproduction. Palo Alto, Calif. : ebrary, 2013. Available via World Wide Web. Access may be limited to ebrary affiliated libraries.

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