A Three-Factor Model of the Term Structure of Interest Rates

• 1 January 1996
• book chapter
• Published by Springer Nature
• p. 1-36
• https://doi.org/10.1007/978-3-642-46825-4_1

Abstract

Keywords

• BEHAVIOR
• FACTOR MODEL
• TERM STRUCTURE
• INTEREST RATES
• STOCHASTIC
• CHAPTER
• STRUCTURE OF INTEREST