Estimating yield curve noise

Estimating yield curve noise

Thesis: S.M. in Management Research, Massachusetts Institute of Technology, Sloan School of Management, 2018.

Bibliographic Details
Main Author: Abrahams, Michael (Michael G.)
Other Authors: Adrien Verdelhan.
Format: Thesis
Language:eng
Published: Massachusetts Institute of Technology 2018
Subjects:
Sloan School of Management.
Online Access:http://hdl.handle.net/1721.1/118001

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