English, Article, Journal or magazine article edition: Different Dynamical Specifications of the Term Structure of Interest Rates and their Implications Musiela, Marek; Dieter Sondermann

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Bookmark: http://trove.nla.gov.au/version/52130
Physical Description
  • preprint
Language
  • English

Edition details

Title
  • Different Dynamical Specifications of the Term Structure of Interest Rates and their Implications
Author
  • Musiela, Marek
  • Dieter Sondermann
Physical Description
  • preprint
Notes
  • Alternative ways of introducing uncertainty to the term structure of interest rates are considered. They correspond to the different expectation hypotheses. The dynamics of the term structure is analysed in a convenient framework of stochastic equations in infinite dimensions.
  • RePEc:bon:bonsfb:260
Language
  • English
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