State space modeling for bond price and market risk premium : Time dependent Markov bond pricing model and return yield spread model

• Material Type: 博士論文
• Title: State space modeling for bond price and market risk premium : Time dependent Markov bond pricing model and return yield spread model
• Author/Editor: Hiroshi Tsuda [著]
• Author Heading: 津田, 博史 ツダ, ヒロシ
• Publication, Distribution, etc.: [Hiroshi Tsuda]
• Publication Date: 1999
• Publication Date (W3CDTF): 1999
• Extent: 1冊
• Degree grantor/type: 総合研究大学院大学
• Date Granted: 平成11年9月30日
• Date Granted (W3CDTF): 1999
• Dissertation Number: 甲第420号
• Degree Type: 博士 (理学)
• Note (Dissertation): 博士論文
• Place of Publication (Country Code): JP
• Text Language Code: eng
• NDLC: UT51
• Note (General): 博士論文; 授与名簿のタイトル: Multivariate Time Series Analysis for Bond Price and Market Risk Premium
• Holding library: 国立国会図書館
• Call No.: UT51-2001-B43
• Data Provider (Database): 国立国会図書館 : 国立国会図書館蔵書; https://ndlsearch.ndl.go.jp
• Bibliographic ID (NDL): 000000396086; http://id.ndl.go.jp/bib/000000396086
• Bibliographic Record Category (NDL): 213

Table of Contents

ABSTRACT

Contents

1 Introduction

2 Basic Concepts of Bond Theory

2.1 Basic Concept of Discount Rates