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

著者

• Ogden, Joseph P.

書誌事項

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

by Joseph Patrick Ogden

UMI Dissertation Information Service, 1982

注記

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

Includes bibliographical references (p. 64-67)

詳細情報

• NII書誌ID(NCID): BB11076377
• 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: x, 87 p.
• 大きさ: 22 cm