Yield Curve Modelling at the Bank of Canada

Yield Curve Modelling at the Bank of Canada
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Total Pages : 69
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ISBN-10 : OCLC:1290308843
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Rating : 4/5 (43 Downloads)

Book Synopsis Yield Curve Modelling at the Bank of Canada by : David Jamieson Bolder

Download or read book Yield Curve Modelling at the Bank of Canada written by David Jamieson Bolder and published by . This book was released on 2008 with total page 69 pages. Available in PDF, EPUB and Kindle. Book excerpt: The primary objective of ...


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This paper continues the work started by Bolder and Streacute;liski (1999) and considers two alternative classes of models for extracting zero-coupon and forwar