Fitting Yield Curve Models Using the Kalman Filter

B. Walther, A. May, Clemens Tom Wilfried Fischer

Research output: Contribution to conferencePaper

Original languageEnglish
Pages507-508
Number of pages2
Publication statusPublished - 2004
EventGAMM Annual Meeting 2004 - Dresden, Germany
Duration: 21 Mar 200427 Mar 2004

Conference

ConferenceGAMM Annual Meeting 2004
CountryGermany
CityDresden
Period21/03/0427/03/04

Cite this

Walther, B., May, A., & Fischer, C. T. W. (2004). Fitting Yield Curve Models Using the Kalman Filter. 507-508. Paper presented at GAMM Annual Meeting 2004, Dresden, Germany.