ON DYNAMIC FORWARD RATE MODELING AND PRINCIPAL COMPONENT ANALYSIS (Q3191835): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ON DYNAMIC FORWARD RATE MODELING AND PRINCIPAL COMPONENT ANALYSIS |
scientific article |
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ON DYNAMIC FORWARD RATE MODELING AND PRINCIPAL COMPONENT ANALYSIS (English)
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25 September 2014
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interest rates
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yield curve
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term structure
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forward rates
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principal component analysis
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Karhunen-Loève expansion
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