Affine arbitrage-free yield net models with application to the euro debt crisis (Q2155317)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Affine arbitrage-free yield net models with application to the euro debt crisis |
scientific article |
Statements
Affine arbitrage-free yield net models with application to the euro debt crisis (English)
0 references
15 July 2022
0 references
term structure models
0 references
European debt crisis
0 references
liquidity risk
0 references
sovereign credit risk
0 references
Nelson-Siegel factors
0 references