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Theoretical and empirical analysis of common factors in a term structure model /
This paper is the first that completely studies dynamical and cross-sectional structures of bonds, typically used as risk-free assets in mathematical finance, on the independence of the common factors with the empirical copula. During the last decade, financial models based empirically on common fac...
| Cote: | Libro Electrónico |
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| Auteur principal: | |
| Format: | Électronique eBook |
| Langue: | Inglés |
| Publié: |
Newcastle upon Tyne :
Cambridge Scholars Pub.,
2009.
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| Sujets: | |
| Accès en ligne: | Texto completo |