Primary Article
A Simple Multifactor Term Structure Model
Alan Kraus and Maxwell Smith
The Journal of Fixed Income Summer 1993, 3 (1) 19-23; DOI: https://doi.org/10.3905/jfi.1993.408069
Alan Kraus
A professor of finance in the Faculty of Commerce and Business Administration at the University of British Columbia in Vancouver.
Maxwell Smith
A senior associate in the Capital Management Group of Prudential Insurance Company of America in Newark.
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A Simple Multifactor Term Structure Model
Alan Kraus, Maxwell Smith
The Journal of Fixed Income Jun 1993, 3 (1) 19-23; DOI: 10.3905/jfi.1993.408069
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