Term Structure Modeling and Estimation in a State Space Framework
Language: English
Published by Springer Berlin Heidelberg, 2005
- Softcover
- New
Condition: New
£ 79.95
Quantity: Over 20 available
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Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. This book has been prepared during my work as a research assistant at the Institute for Statistics and Econometrics of the Economics Department at the University of Bielefeld, Germany. It was accepted as a Ph.D. thesis titled Term Structure Modeling and Es.
Seller Inventory # 4887007
- Title
- Term Structure Modeling and Estimation in a State Space Framework
- Author
- Wolfgang Lemke
- Publisher
- Springer Berlin Heidelberg
- Publication year
- 2005
- Condition
- New
- Binding
- Kartoniert / Broschiert
- Language
- English
- ISBN 10
- 3540283420
- ISBN 13
- 9783540283423
- Seller catalogs
- Mathematik/Naturwissenschaften/Technik/Medizin
"Synopsis" may belong to another edition of this title.
Review
From the reviews:
"The author ... introduces the AMGM models and gives the exact form for the yields and their moment structures. ... the book is well-presented with sufficient references, and can serve as a reference for researchers in macroeconomics and financial mathematics. It can also be studied because it presents an important class of hidden Markov models." (Yanhong Wu, Mathematical Reviews, Issue 2006 h)
"About the title" may belong to another edition of this title.
Shipping rates from Germany to U.S.A.
| Item | 16 to 45 business days | 16 to 45 business days |
|---|---|---|
| First item | £ 40.89 | £ 40.89 |
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