A REVIEW OF TECHNIQUES FOR THE ESTIMATION OF THE TERM STRUCTURE (Q3022040): Difference between revisions
From MaRDI portal
Created a new Item |
ReferenceBot (talk | contribs) Changed an Item |
||
(4 intermediate revisions by 3 users not shown) | |||
Property / author | |||
Property / author: Massimo Bernaschi / rank | |||
Property / author | |||
Property / author: Massimo Bernaschi / rank | |||
Normal rank | |||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: A note on interest rate term structure estimation using tension splines / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: An equilibrium characterization of the term structure / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: A Theory of the Term Structure of Interest Rates / rank | |||
Normal rank | |||
links / mardi / name | links / mardi / name | ||
Latest revision as of 12:46, 10 June 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | A REVIEW OF TECHNIQUES FOR THE ESTIMATION OF THE TERM STRUCTURE |
scientific article |
Statements
A REVIEW OF TECHNIQUES FOR THE ESTIMATION OF THE TERM STRUCTURE (English)
0 references
22 June 2005
0 references
Arbitrage
0 references
term structure
0 references
splines
0 references
parsimonious models
0 references