{"entities":{"Q2748083":{"pageid":2758822,"ns":120,"title":"Item:Q2748083","lastrevid":57994932,"modified":"2026-04-03T09:26:35Z","type":"item","id":"Q2748083","labels":{"en":{"language":"en","value":"Interest rates and information geometry"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 1658876"}},"aliases":{},"claims":{"P31":[{"mainsnak":{"snaktype":"value","property":"P31","hash":"fd5912e4dab4b881a8eb0eb27e7893fef55176ad","datavalue":{"value":{"entity-type":"item","numeric-id":56887,"id":"Q56887"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2748083$50471E57-45A9-4F63-B7ED-F10D99BBDD41","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"a6827a9bcc45cdcbb2b04ef48c55267547f8b548","datavalue":{"value":{"text":"Interest rates and information geometry","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q2748083$CC8C93CC-F62E-4131-8E91-1C58C8F2F246","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"d52a236637bc8d5ff613a2327286e633475b7ee2","datavalue":{"value":"1004.91038","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2748083$9C1F6955-6328-4E97-AB9F-79EF63D4C369","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"624ad2bed194e4c7adb5eb2b1bf65d79c90b09c1","datavalue":{"value":{"entity-type":"item","numeric-id":173087,"id":"Q173087"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2748083$C74D3F68-2B32-4852-AC5D-437D766608F0","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"fa9120e8cd5550fd4a2c6e1eff46137fb2b573c0","datavalue":{"value":{"entity-type":"item","numeric-id":182019,"id":"Q182019"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2748083$79B89116-5685-40FB-A98D-3D932E1A6ED4","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"9fabb0af00a2e0e3b87f3fc8331f319270c08727","datavalue":{"value":{"time":"+2003-02-06T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q2748083$4F230891-178E-4B88-A744-9A5A7AA194E4","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"27c4a1ae2fc581868f91932d401672746db6e8e8","datavalue":{"value":"https://arxiv.org/abs/1111.3757","type":"string"},"datatype":"url"},"type":"statement","id":"Q2748083$C13CDCDD-2CAB-46BE-AE70-CF2C4405FBB6","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"7b600a0bd525a05fa571487b461fe5ba90ad6e5d","datavalue":{"value":"91B28","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2748083$891DCC79-847A-419D-9ED8-392543D96B02","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"4fcfd57793125d4ec70d07e9f154364637ecbc9e","datavalue":{"value":"53B21","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2748083$A2E0B30F-75BE-4E99-B0DC-BBB424F497D3","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"41e8c7d4ae28c9c58a098871b2cf012f09ebce74","datavalue":{"value":"1658876","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2748083$391729B5-32EC-4B6E-892F-B0A50423DD93","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"d22ad190f44deb181d361736db836e6babb077b0","datavalue":{"value":"term structure","type":"string"},"datatype":"string"},"type":"statement","id":"Q2748083$2129375E-7835-4A96-8D18-4DC87B7500E1","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"a01ee01077a14e69c3c27408efccd7f448855eec","datavalue":{"value":"density","type":"string"},"datatype":"string"},"type":"statement","id":"Q2748083$BB1D43F8-4C1E-491A-AB1E-E45683FBA9A2","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"7541badc22a8fd36f1d75392b250b6ce40ca78b0","datavalue":{"value":"yield curves","type":"string"},"datatype":"string"},"type":"statement","id":"Q2748083$28F4732F-B8E0-4B89-AA30-0E8CA5AAF223","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"ef79a4dcd46c7f39f56d3493b4d5bcc7583b5450","datavalue":{"value":"interest rate dynamics","type":"string"},"datatype":"string"},"type":"statement","id":"Q2748083$8391E2D4-A570-4C98-903F-ED63912D07F0","rank":"normal"}],"P1460":[{"mainsnak":{"snaktype":"value","property":"P1460","hash":"57f7fea50d2ce1b39b695c4a1313582eed405e38","datavalue":{"value":{"entity-type":"item","numeric-id":5976449,"id":"Q5976449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2748083$DF2C0214-3630-4DB5-9244-05FED0441ADB","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"a4fed1e127b31daeb014b4dfc4bcadb8e73eeae0","datavalue":{"value":"W3098964535","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2748083$2EBD2BA6-5A1E-47A0-8953-BAEDC1BB61E1","rank":"normal"}],"P12":[{"mainsnak":{"snaktype":"value","property":"P12","hash":"f009454e18cf12ea74d602eaf231e8925dcc07c5","datavalue":{"value":"Q56813065","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2748083$629CBAA5-5CDF-432E-8973-03815562F0D9","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"72b9ff853285c2c095b7047a3647dfd1eaa91c16","datavalue":{"value":"10.1098/RSPA.2000.0722","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2748083$084816D7-981B-416D-8812-3F44894C2189","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"3a6bef3405ed4b0be1ec86efe55192e77f6ba95e","datavalue":{"value":{"entity-type":"item","numeric-id":4810083,"id":"Q4810083"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"9618aa77d06525f3ce23c79c184d0aa733897bf0","datavalue":{"value":{"amount":"+0.9708744","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2748083$AA27E5E3-4CAC-4730-8DAC-4EE0766E4731","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"624ae4058d3fa0ae5ec8b3cae7461d67524ed3e2","datavalue":{"value":{"entity-type":"item","numeric-id":4646771,"id":"Q4646771"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"6951576a057e5da3f905d0ebad135c1b98bbe38f","datavalue":{"value":{"amount":"+0.9035616","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2748083$33D563E7-19E0-46BE-AC6E-C8D6A1325C79","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"564ada187e42648a5911fa4283819a858612036d","datavalue":{"value":{"entity-type":"item","numeric-id":604623,"id":"Q604623"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"737410bfcedfdeac6eefe68a8bb96a5053cc1935","datavalue":{"value":{"amount":"+0.89201635","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2748083$5E5AAE39-5F3F-45F1-852A-BB7402B2FF09","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"d8c3bb13abff13980fdb2a5059cb98adbb905e32","datavalue":{"value":{"entity-type":"item","numeric-id":2771105,"id":"Q2771105"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"681f3364bfefd368c24e835547c0cce1cac62639","datavalue":{"value":{"amount":"+0.88518757","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2748083$24200342-683A-42CD-A30B-DBA2A4BBDA79","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"0d4bd4e020dc7211715922462f9860a77ee75bfc","datavalue":{"value":{"entity-type":"item","numeric-id":3158098,"id":"Q3158098"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"d48301a952ddd835d95ba3fbdc518f59cc6c6686","datavalue":{"value":{"amount":"+0.88493896","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2748083$809D7087-8BD0-45C3-BAE8-43367F5F0AB5","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"60c246ce09baab4a52b123db6e85a197adf0cd09","datavalue":{"value":{"entity-type":"item","numeric-id":2807544,"id":"Q2807544"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"46e2428e9f0156080a391044cefdd932a4c3425d","datavalue":{"value":{"amount":"+0.8801387","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2748083$2714ACDE-9BDD-48C6-84F4-D8E0075ACB57","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"f6de8fe52d46193819942249392e1479f8908212","datavalue":{"value":{"entity-type":"item","numeric-id":3043429,"id":"Q3043429"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"2df235fa238df7c5a3e02f81a40c4ed58b3fe837","datavalue":{"value":{"amount":"+0.8658833","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2748083$D05DA187-DF68-4A76-A329-249B5ED253DB","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"a2e8fb7deec03dd665c973f436c3211f9bd7df22","datavalue":{"value":{"entity-type":"item","numeric-id":2955830,"id":"Q2955830"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"7042bd84a1de0b15a598adb365c8de28deb25150","datavalue":{"value":{"amount":"+0.85510767","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2748083$C8C8EEA2-F972-44E0-A71F-D4805AE92D73","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"3e1c7a33ce92504ca16d7451a15a770e3e6e298f","datavalue":{"value":{"entity-type":"item","numeric-id":4451068,"id":"Q4451068"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"eb0e064952615a92e6630cb02d42822fcb80d346","datavalue":{"value":{"amount":"+0.8548963","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2748083$5550F557-DC41-45F1-B069-25BE13466D81","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"264dbfd453006fe0a4f1e31f21e7e5cf10af348b","datavalue":{"value":{"entity-type":"item","numeric-id":4967757,"id":"Q4967757"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"46987cadf5cdbcdd1cd8d874ae0726fe5efaf419","datavalue":{"value":{"amount":"+0.8546206","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2748083$004D1198-45F4-4EB8-AA5C-F78402D6D187","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"90149858a95ba1df1adc44d2e2dc6468639e1880","datavalue":{"value":{"entity-type":"item","numeric-id":6768108,"id":"Q6768108"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2748083$529E02EF-1B74-45F7-9E18-2E28CFF0D1E8","rank":"normal"}],"P1448":[{"mainsnak":{"snaktype":"value","property":"P1448","hash":"a8002453e398cfd7bb16eae2c9f5eb31cd8c7c13","datavalue":{"value":"It is shown that, in the context of term structure modelling, the derivative of the discount function with respect to the time left until maturity gives rise to a probability density (this is due to the positivity of interest rates). The density functions associated with a given family of term structures can be mapped to a suitable Hilbert space. The resulting metrical geometry can then be used to analyze the relationship of yield curves to one another. Then it is shown that the general arbitrage-free yield-curve dynamics is representable as a process taking values in the convex space of smooth density functions on the real line. This, in turn, implies that the theory of interest rate dynamics can be represented by a class of processes in Hilbert space. As a consequence the dynamical laws of the first moment and the second central moment of an admissible, arbitrage-free term structure are derived.","type":"string"},"datatype":"string"},"type":"statement","id":"Q2748083$5D6A00E0-77E8-479B-AD80-950E7A911754","rank":"normal"}],"P1447":[{"mainsnak":{"snaktype":"value","property":"P1447","hash":"bccf737338fb4df11281b54a4bafbc562a37369c","datavalue":{"value":{"entity-type":"item","numeric-id":587654,"id":"Q587654"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2748083$5498E949-1ADE-4B20-A95A-4B3C33F329A6","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Publication:2748083","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Publication:2748083"}}}}}