Kriging of financial term-structures (Q323575): Difference between revisions

@@ Property / author @@
+Didier Rullière
@@ Property / author: Didier Rullière / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G70
@@ Property / Mathematics Subject Classification ID: 91G70 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+P05
@@ Property / Mathematics Subject Classification ID: 62P05 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G20
@@ Property / Mathematics Subject Classification ID: 91G20 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G30
@@ Property / Mathematics Subject Classification ID: 91G30 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6636576
@@ Property / zbMATH DE Number: 6636576 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+model risk
@@ Property / zbMATH Keywords: model risk / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+interest-rate curve
@@ Property / zbMATH Keywords: interest-rate curve / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+OIS discount curve
@@ Property / zbMATH Keywords: OIS discount curve / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+implied default distribution
@@ Property / zbMATH Keywords: implied default distribution / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Kriging
@@ Property / zbMATH Keywords: Kriging / rank @@
+Normal rank

Revision as of 02:28, 28 June 2023