Ab initio yield curve dynamics (Q936899): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 02:40, 5 March 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
20 August 2008
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
