Pricing interest rate derivatives in a non-parametric two-factor term-structure model / by John Knight, Fuchun Li, Mingwei Yuan. (Bank of Canada working paper ; 99-19)

Pricing interest rate derivatives in a non-parametric two-factor term-structure model / by John Knight, Fuchun Li, Mingwei Yuan.

(Bank of Canada working paper ; 99-19)

Call No. (NDL): DF161-A31
Bibliographic ID of National Diet Library: 000003278353

Material type: 図書

Author: Knight, John L.ほか

Publisher: Bank of Canada

Publication date: 1999.

Material Format: Paper

Capacity, size, etc.: vi, 46 p. : ill. ; 28 cm.

NDC: -

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Notes on use

Note (General)：: Abstract also in French.Bibliography: p. 43-46.

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Paper

Material Type: 図書
ISBN: 0662283279
ISSN (series): 1192-5434
Title: Pricing interest rate derivatives in a non-parametric two-factor term-structure model / by John Knight, Fuchun Li, Mingwei Yuan.
Series Title: Bank of Canada working paper ; 99-19
Author Heading: Knight, John L.
Li, Fuchun.
Yuan, Mingwei.
Publication, Distribution, etc.: Ottawa : Bank of Canada
Publication Date: 1999.
Publication Date (W3CDTF): 1999
Extent: vi, 46 p. : ill. ; 28 cm.
Text Language Code: eng
Subject Heading: 金融先物取引. Kin′yusakimonotorihiki.
オプション. Opusyon.
経済モデル. Keizaimoderu.
NDLC: DF161
Note (General): Abstract also in French.
Bibliography: p. 43-46.
Holding library: 国立国会図書館
Call No.: DF161-A31
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): 000003278353
http://id.ndl.go.jp/bib/000003278353
Bibliographic Record Category (NDL): 211