Empirical Comparisons of One Factor Heath-Jarrow-Morton Term Structure Models

Author	: Robert A. J. Gibson
Publisher	:
Total Pages	: 19
Release	: 1995
ISBN-10	: 0947069380
ISBN-13	: 9780947069384
Rating	: 4/5 (384 Downloads)

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Book Synopsis Empirical Comparisons of One Factor Heath-Jarrow-Morton Term Structure Models by : Robert A. J. Gibson

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The International Center for Finance of the School of Management at Yale University in New Haven, Connecticut, presents the full text of the paper entitled "Non