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dc.contributor.authorOhnishi, Masamitsuja
dc.contributor.authorSim, Daraja
dc.contributor.alternative大西, 匡光ja
dc.contributor.transcriptionオオニシ, マサミツ /ja
dc.date.accessioned2015-03-03T04:35:24Z-
dc.date.available2015-03-03T04:35:24Z-
dc.date.issued2012-12ja
dc.identifier.issn1880-2818ja
dc.identifier.urihttp://hdl.handle.net/2433/194609-
dc.format.mimetypeapplication/pdfja
dc.language.isoengja
dc.publisher京都大学数理解析研究所ja
dc.subject.ndc410ja
dc.titleA Modified Arbitrage-Free Nelson Siegel Model : An Alternative Affine Term Structure Model of Interest Rates (Financial Modeling and Analysis)ja
dc.type.niitypeDepartmental Bulletin Paperja
dc.identifier.ncidAN00061013ja
dc.identifier.jtitle数理解析研究所講究録ja
dc.identifier.volume1818ja
dc.identifier.spage122ja
dc.identifier.epage147ja
dc.textversionpublisherja
dc.sortkey10ja
dc.addressGraduate School of Economics & Center for the Study of Finance and Insurance, Osaka Universityja
dc.addressGraduate School of Economics, Osaka Universityja
dc.address.alternative大阪大学経済学研究科・金融・保険教育研究センターja
dc.address.alternative大阪大学経済学研究科ja
Appears in Collections:Financial Modeling and Analysis

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