Book
The Vasicek and CIR models and the expectation hypothesis of the interest rate term structure
Record details
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Physical Description:
print
electronic resource
63 p. ; 28 cm. - Publisher: Ottawa : Department of Finance, Economic and Fiscal Policy Branch, 2003.
Content descriptions
| Bibliography, etc. Note: | Includes bibliographical references. |
| Language Note: | Includes abstract in French. |
Search for related items by subject
| Subject: | Debts, Public -- Management -- Mathematical models Interest rates -- Mathematical models |
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Available copies
- 2 of 2 copies available at Legislative Library.
Holds
- 0 current holds with 2 total copies.
Show Only Available Copies
| Location | Call Number / Copy Notes | Barcode | Shelving Location | Holdable? | Status | Due Date |
|---|---|---|---|---|---|---|
| Legislative Library, Vaughan Street | Canada Depository (Text) | 369700075258-e | E-Gov't | Volume hold | Available | - |
| Legislative Library, Vaughan Street | Canada Finance E&FPB wp2003-17 (Text) | 36970000524654 | Canada | Volume hold | Available | - |
