A Nonlinear Model of the Term Structure of Interest Rates
From MaRDI portal
Recommendations
- A nonlinear non-probabilistic spot interest rate model
- Nonlinear interest rate dynamics and implications for the terms structure
- A multifactor, nonlinear, continuous-time model of interest rate votality
- A chaotic approach to interest rate modelling
- STRUCTURAL NONLINEAR CONTINUOUS-TIME MODELS IN ECONOMETRICS
Cited in
(13)- Nonlinear interest rate dynamics and implications for the terms structure
- A modified arbitrage-free Nelson-Siegel model: an alternative affine term structure model of interest rates
- Modelling the non-linear effects on loan-level prepayment rates: evidence from adjustable-rate equity loans
- On The Dynamics Of Lending And Deposit Interest Rates In Emerging Markets: A Non-Linear Approach
- scientific article; zbMATH DE number 5671257 (Why is no real title available?)
- Forecasting interest rates: a comparative assessment of some second-generation nonlinear models
- Long-Term Returns in Stochastic Interest Rate Models: Applications
- Lognormality of rates and term structure models
- scientific article; zbMATH DE number 1774536 (Why is no real title available?)
- A model for interest rates with clustering effects
- A nonlinear non-probabilistic spot interest rate model
- AN ALTERNATIVE INTEREST RATE TERM STRUCTURE MODEL
- Numerical simulation of a strongly nonlinear Ait-Sahalia-type interest rate model
This page was built for publication: A Nonlinear Model of the Term Structure of Interest Rates
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4372049)
