Quotation Ferstl, Robert, Hayden, Josef. 2007. termstrc: A Package for Term Structure and Credit Spread Estimation with R.


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Publication's profile

Status of publication Published
Affiliation WU
Type of publication Working/discussion paper, preprint
Language German
Title termstrc: A Package for Term Structure and Credit Spread Estimation with R
Year 2007
URL http://r-forge.wu-wien.ac.at/projects/termstrc/

Associations

People
Ferstl, Robert (Former researcher)
Hayden, Josef (Former researcher)
Organization
Institute for Finance and Securities Design IN (Former organization)
Institute for Operations Research IN (Former organization)
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