Nonlinear interest rate dynamics and implications for the term structure: Gerhard Pfann ; Peter Schotman ; Rolf Tschernig
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Bibliographic Details
Main Authors: Pfann, Gerard A. 1959- (Author), Schotman, Peter C. (Author), Tschernig, Rolf (Author)
Format: Book
Language:English
Published: Berlin 1994
Series:Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373, Quantifikation und Simulation Ökonomischer Prozesse [1994],43
Physical Description:29 S. graph. Darst.