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| Chapter title |
Derivation of Affine Coefficient Loadings
|
|---|---|
| Chapter number | 12 |
| Book title |
The Yield Curve and Financial Risk Premia
|
| Published by |
Springer, Berlin, Heidelberg, January 2011
|
| DOI | 10.1007/978-3-642-21575-9_12 |
| Book ISBNs |
978-3-64-221574-2, 978-3-64-221575-9
|
| Authors |
Felix Geiger, Geiger, Felix |