Interest rates risk-premium and shape of the yield curve (Q316908)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Interest rates risk-premium and shape of the yield curve |
scientific article; zbMATH DE number 6631396
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Interest rates risk-premium and shape of the yield curve |
scientific article; zbMATH DE number 6631396 |
Statements
Interest rates risk-premium and shape of the yield curve (English)
0 references
30 September 2016
0 references
stochastic interest rate model
0 references
risk premium
0 references
yield curve
0 references
optimal pricing
0 references
0 references
0.7467514872550964
0 references
0.7467511892318726
0 references
0.7466682195663452
0 references
0.7417207360267639
0 references
0.7383587956428528
0 references
