A Theoretically Consistent Version of the Nelson and Siegel Class of Yield Curve Models (Q5489326): Difference between revisions

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+Interest Rate Dynamics and Consistent Forward Rate Curves
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+Forecasting the term structure of government bond yields
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+A Note on the Nelson-Siegel Family
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+Exponential-polynomial families and the term structure of interest rates
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+The Term Structure of Simple Forward Rates with Jump Risk
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+Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation
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+Pricing Interest-Rate-Derivative Securities
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+Q4224236
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+Stochastic volatility Gaussian Heath-Jarrow-Morton models
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