Download or read book Nonparametric Estimation of Single Factor Heath-Jarrow-Morton Term Structure Models and a Test for Path Independence written by and published by . This book was released on with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: The International Center for Finance of the School of Management at Yale University in New Haven, Connecticut, presents the full text of the paper entitled "Nonparametric Estimation of Single Factor Heath-Jarrow-Morton Term Structure Models and a Test for Path Independence," by Andrew Jeffrey, Oliver Linton, and Thong Nguyen. The paper discusses the Heath-Jarrow-Morton term structure models, which involves term structure's evolution.