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Gaussian estimation of single-factor continuous-time models of the South African short-term interest rate
This paper presents the results of Gaussian estimation of the South African short-term interest rate. It uses the same Gaussian estimation techniques employed by Nowman (1997) to estimate the South African short-term interest rate using South afrcan Treasury bill data. A range of single-factor conti...
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| Format: | Thesis |
| Language: | English |
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School of Economics
2024
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Thesis
Gaussian estimation of single-factor continuous-time models of the South African short-term interest rate
Published 2014
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