An empirical test of a continuous-time arbitrage pricing model for default-free bonds

Author(s)

Bibliographic Information

An empirical test of a continuous-time arbitrage pricing model for default-free bonds

by Joseph Patrick Ogden

UMI Dissertation Information Service, 1982

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Note

Reprint of the author's thesis (Ph. D.)--Purdue University, 1982

Includes bibliographical references (p. 64-67)

Details

  • NCID
    BB11076377
  • Country Code
    us
  • Title Language Code
    eng
  • Text Language Code
    eng
  • Place of Publication
    Ann Arbor, Mich.
  • Pages/Volumes
    x, 87 p.
  • Size
    22 cm
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