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A two - mean reverting - factor model of the term structure of interest rates

Material type: Text

TextSeries: UPF economics working paper; 193.Publisher: Barcelona Universitat Pompeu Fabra [UPF] 1996Description: 57 p. 30 cm.Subject(s): TIPOS

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Item type	Current location	Home library	Call number	Status	Notes	Date due	Barcode
Libros		IEF	c 1598-27526 (Browse shelf)	Available	UPF economics working paper		c 1598-27526

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