Empirical interest-rate derivative valuations : GMM vs. nonparametric estimation techniques

著者

• Li, Lei

書誌事項

Empirical interest-rate derivative valuations : GMM vs. nonparametric estimation techniques

by Lei Li

UMI Dissertation Services, 1999

注記

Reprint. Description based on: 2002 xerographic processing copy

Thesis (Ph.D.)--University of Pittsburgh, 1999

Bibliography: p. 127-130

UMI number: 9945132

詳細情報

• NII書誌ID(NCID): BA58933677
• 出版国コード: us
• タイトル言語コード: eng
• 本文言語コード: eng
• 出版地: Ann Arbor, Mich.
• ページ数/冊数: xi, 130 p.
• 大きさ: 23 cm