Description: Term structure modeling and estimation in a state space framework /

Main Author:	Lemke, Wolfgang.
Format:	Book
Language:	English
Published:	Berlin : Springer, c2006.
Subjects:	Interest rates > Mathematical models

Physical Description:	ix, 222 p. : ill. ; 24 cm.
Bibliography:	Includes bibliographical references (p. [215]-220).
ISBN:	3540283420