Ab initio yield curve dynamics (Q936899): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
ReferenceBot (talk | contribs)
Changed an Item
 
(2 intermediate revisions by 2 users not shown)
Property / Wikidata QID
 
Property / Wikidata QID: Q56443870 / rank
 
Normal rank
Property / arXiv ID
 
Property / arXiv ID: physics/0507098 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Fisher information as a measure of time / rank
 
Normal rank
Property / cites work
 
Property / cites work: Science from Fisher Information / rank
 
Normal rank
Property / cites work
 
Property / cites work: Fisher information and equilibrium distributions in econophysics / rank
 
Normal rank
Property / cites work
 
Property / cites work: Prior Probabilities / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5529067 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q2757049 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Forecasting the term structure of government bond yields / rank
 
Normal rank
Property / cites work
 
Property / cites work: Phenomenology of the interest rate curve / rank
 
Normal rank
Property / cites work
 
Property / cites work: Interest rates and information geometry / rank
 
Normal rank
Property / cites work
 
Property / cites work: Entropy and information in the interest rate term structure / rank
 
Normal rank
Property / cites work
 
Property / cites work: Nonequilibrium thermodynamics and Fisher information: An illustrative example / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Fokker-Planck equation. Methods of solutions and applications. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q2756619 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Interest rate models -- theory and practice / rank
 
Normal rank
Property / cites work
 
Property / cites work: The use of the Karhunen-Loève procedure for the calculation of linear eigenfunctions / rank
 
Normal rank

Latest revision as of 15:05, 28 June 2024

scientific article
Language Label Description Also known as
English
Ab initio yield curve dynamics
scientific article

    Statements

    Ab initio yield curve dynamics (English)
    0 references
    0 references
    0 references
    0 references
    20 August 2008
    0 references
    0 references
    0 references
    0 references
    0 references
    bond
    0 references
    interest rate
    0 references
    dynamics
    0 references
    Fisher information
    0 references
    yield curve
    0 references
    term structure
    0 references
    principal-component analysis
    0 references
    proper orthogonal decomposition
    0 references
    Karhunen-Lòeve
    0 references
    Galerkin
    0 references
    Fokker-Planck
    0 references
    0 references
    0 references
    0 references