Pages that link to "Item:Q2757308"

The following pages link to A Note on the Nelson-Siegel Family (Q2757308):

Displaying 20 items.

• Forecasting the term structure of government bond yields (Q94953) (← links)
• Interest rate theory and geometry (Q604623) (← links)
• The affine arbitrage-free class of Nelson-Siegel term structure models (Q737987) (← links)
• The dynamics of implied volatilities: a common principal components approach (Q1417894) (← links)
• Efficient calibration of trinomial trees for one-factor short rate models (Q1774551) (← links)
• Optimal bond portfolios with fixed time to maturity (Q2513599) (← links)
• On the calibration of a Gaussian Heath–Jarrow–Morton model using consistent forward rate curves (Q3005811) (← links)
• A FINITE-DIMENSIONAL HJM MODEL: HOW IMPORTANT IS ARBITRAGE-FREE EVOLUTION? (Q3067162) (← links)
• Some Remarks on the Nelson–Siegel Model (Q3300638) (← links)
• ARBITRAGE SMOOTHING IN FITTING A SEQUENCE OF YIELD CURVES (Q3643587) (← links)
• An arbitrage‐free generalized Nelson–Siegel term structure model (Q3653355) (← links)
• CONSISTENT YIELD CURVE PREDICTION (Q4563766) (← links)
• CONDITIONS FOR CONSISTENT EXPONENTIAL-POLYNOMIAL FORWARD RATE PROCESSES WITH MULTIPLE NONTRIVIAL FACTORS (Q4653567) (← links)
• AFFINE PROCESSES, ARBITRAGE-FREE TERM STRUCTURES OF LEGENDRE POLYNOMIALS, AND OPTION PRICING (Q4675930) (← links)
• Consistency Problems for Jump‐diffusion Models (Q5312580) (← links)
• PROJECTING THE FORWARD RATE FLOW ONTO A FINITE DIMENSIONAL MANIFOLD (Q5487841) (← links)
• A Theoretically Consistent Version of the Nelson and Siegel Class of Yield Curve Models (Q5489326) (← links)
• A GENERALIZATION OF PRINCIPAL COMPONENT ANALYSIS FOR NON-OBSERVABLE TERM STRUCTURES IN EMERGING MARKETS (Q5696882) (← links)
• Monetary policy and the term structure of inflation expectations with information frictions (Q6106652) (← links)
• Inference in functional factor models with applications to yield curves (Q6134635) (← links)