- 5 Resultados
precio mínimo: € 26,15, precio máximo: € 106,99, precio promedio: € 43,40
1
Term Structure Modeling and Estimation in a State Space Framework
Pedir
por Springer.com
€ 106,99
PedirEnlace patrocinado

Term Structure Modeling and Estimation in a State Space Framework - libro nuevo

2004, ISBN: 9783540283423

This book has been prepared during my work as a research assistant at the Institute for Statistics and Econometrics of the Economics Department at the University of Bielefeld, Germany. It… Más…

Nr. 978-3-540-28342-3. Gastos de envío:Worldwide free shipping, , zzgl. Versandkosten., más gastos de envío
2
Term Structure Modeling and Estimation in a State Space Framework. Lecture Notes in Economics and Mathematical Systems, Band 565 - Lemke, Wolfgang
Pedir
por booklooker.de
€ 27,95
Envío: € 2,601
PedirEnlace patrocinado

Lemke, Wolfgang:

Term Structure Modeling and Estimation in a State Space Framework. Lecture Notes in Economics and Mathematical Systems, Band 565 - libro usado

2006, ISBN: 9783540283423

[PU: Springer Berlin Heidelberg], 222 Seiten; Broschiert Das hier angebotene Buch stammt aus einer teilaufgelösten wissenschaftlichen Bibliothek und trägt die entsprechenden Kennzeichnung… Más…

Gastos de envío:Versand nach Deutschland. (EUR 2.60) altbuecher
3
Term Structure Modeling and Estimation in a State Space Framework. Lecture Notes in Economics and Mathematical Systems, Band 565; - Lemke, Wolfgang
Pedir
por ZVAB.com
€ 27,95
Envío: € 2,901
PedirEnlace patrocinado
Lemke, Wolfgang:
Term Structure Modeling and Estimation in a State Space Framework. Lecture Notes in Economics and Mathematical Systems, Band 565; - Pasta blanda

2006

ISBN: 3540283420

[EAN: 9783540283423], Gebraucht, sehr guter Zustand, [SC: 2.9], [PU: Springer Berlin Heidelberg], 222 Seiten; Das hier angebotene Buch stammt aus einer teilaufgelösten wissenschaftlichen … Más…

NOT NEW BOOK. Gastos de envío: EUR 2.90 books4less (Versandantiquariat Petra Gros GmbH & Co. KG), Koblenz, Germany [1048006] [Rating: 5 (von 5)]
4
Term Structure Modeling and Estimation in a State Space Framework. Lecture Notes in Economics and Mathematical Systems, Band 565; - Lemke, Wolfgang
Pedir
por buchfreund.de
€ 27,95
Envío: € 2,651
PedirEnlace patrocinado
Lemke, Wolfgang:
Term Structure Modeling and Estimation in a State Space Framework. Lecture Notes in Economics and Mathematical Systems, Band 565; - libro usado

2006, ISBN: 9783540283423

222 Seiten; Broschiert Das hier angebotene Buch stammt aus einer teilaufgelösten wissenschaftlichen Bibliothek und trägt die entsprechenden Kennzeichnungen (Rückenschild, Instituts-Stempe… Más…

Gastos de envío:Versandkosten innerhalb der BRD. (EUR 2.65) Versandantiquariat Petra Gros GmbH & Co. KG, 56070 Koblenz
5
Term Structure Modeling and Estimation in a State Space Framework - Lemke, Wolfgang
Pedir
por booklooker.de
€ 26,15
Envío: € 19,501
PedirEnlace patrocinado
Lemke, Wolfgang:
Term Structure Modeling and Estimation in a State Space Framework - Pasta blanda

ISBN: 9783540283423

[ED: Taschenbuch], [PU: Springer Berlin], DE, [SC: 19.50], wie neu, privates Angebot, 235x155 mm, 226, [GW: 750g], Banküberweisung, Selbstabholung und Barzahlung, Internationaler Versand,… Más…

Gastos de envío:Versand in die Schweiz. (EUR 19.50) ScriptaManent

1Dado que algunas plataformas no nos comunican las condiciones de envío y éstas pueden depender del país de entrega, del precio de compra, del peso y tamaño del artículo, de una posible membresía a la plataforma, de una entrega directa por parte de la plataforma o a través de un tercero (Marketplace), etc., es posible que los gastos de envío indicados por eurolibro/terralibro no concuerden con los de la plataforma ofertante.

Datos bibliográficos del mejor libro coincidente

Detalles del libro
Term Structure Modeling and Estimation in a State Space Framework

This book presents a series of dynamic models of the term structure of interest rates, covering both theory and estimation in a unified framework. Special emphasis is placed on models which are driven by innovations that have a Gaussian mixture distribution. These models are able to flexibly capture the observed non-normality in the distribution of bond yields. It is shown that the theoretical models can easily be cast into the statistical state space form, which provides a convenient framework for statistical inference. An application to US data illustrates the properties of the models and shows the estimation techniques at work. TOC:Introduction.- The Term Structure of Interest Rates.- Discrete-Time Models of the Term Structure.- Continuous-Time Models of the Term Structure.- State Space Models.- State Space Models with a Gaussian Mixture.- Simulation Results for the Mixture Model.- Estimation of Term Structure Models.- An Empirical Application.- Summary and Outlook.

Detalles del libro - Term Structure Modeling and Estimation in a State Space Framework


EAN (ISBN-13): 9783540283423
ISBN (ISBN-10): 3540283420
Tapa dura
Tapa blanda
Año de publicación: 2006
Editorial: Springer Berlin

Libro en la base de datos desde 2007-04-24T03:40:26-05:00 (Mexico City)
Página de detalles modificada por última vez el 2023-10-15T11:11:44-06:00 (Mexico City)
ISBN/EAN: 9783540283423

ISBN - escritura alterna:
3-540-28342-0, 978-3-540-28342-3
Mode alterno de escritura y términos de búsqueda relacionados:
Autor del libro: lem, lemke, beckmann, basile, wolfgang, thomas willi, thomas braun, braun joachim, bielefeld, thomas semmler
Título del libro: structure economics, structures and systems, mathematical structure, lecture notes economics, space above and beyond, 565


Datos del la editorial

Autor: Wolfgang Lemke
Título: Lecture Notes in Economics and Mathematical Systems; Term Structure Modeling and Estimation in a State Space Framework
Editorial: Springer; Springer Berlin
226 Páginas
Año de publicación: 2005-09-23
Berlin; Heidelberg; DE
Impreso en
Peso: 0,750 kg
Idioma: Inglés
109,99 € (DE)

BC; Econometrics; Hardcover, Softcover / Wirtschaft/Allgemeines, Lexika; Ökonometrie und Wirtschaftsstatistik; Verstehen; Wirtschaft; Asset Pricing; Bond Yields; Nonlinear Filters; Simulation; State Space Model; Term Structure of Interest Rates; quantitative finance; Quantitative Finance; Business and Management, general; Macroeconomics/Monetary Economics//Financial Economics; Econometrics; Mathematics in Business, Economics and Finance; Business and Management; Macroeconomics and Monetary Economics; Angewandte Mathematik; Wirtschaftswissenschaft, Finanzen, Betriebswirtschaft und Management; Betriebswirtschaft und Management; Makroökonomie; EA

The Term Structure of Interest Rates.- Discrete-Time Models of the Term Structure.- Continuous-Time Models of the Term Structure.- State Space Models.- State Space Models with a Gaussian Mixture.- Simulation Results for the Mixture Model.- Estimation of Term Structure Models in a State Space Framework.- An Empirical Application.- Summary and Outlook.

< para archivar...