Dynamic term structure solution with boundary condition matching observable federal funds overnight rate
| dc.contributor.author | Guo, Chen | |
| dc.date.accessioned | 2010-08-13T13:45:17Z | |
| dc.date.available | 2010-08-13T13:45:17Z | |
| dc.date.created | 2007 | |
| dc.date.issued | 2007 | |
| dc.description | Le texte intégral de ce document de travail n'est pas disponible en ligne. Une copie papier est disponible à l'Annexe de la bibliothéque. Effectuez une recherche par titre dans le catalogue pour réserver le document. // The full text of this working paper is not available online. A print copy is available in the Library Annex. Search by title in the catalogue to request the paper. | |
| dc.identifier.other | Working paper ;07-18 | |
| dc.identifier.uri | http://hdl.handle.net/10393/19198 | |
| dc.identifier.uri | http://dx.doi.org/10.20381/ruor-2194 | |
| dc.language.iso | en | |
| dc.publisher | School of Management, University of Ottawa | |
| dc.subject.classification | HD 30 .W66 v.07-18 2007 | |
| dc.title | Dynamic term structure solution with boundary condition matching observable federal funds overnight rate |