Price impact on term structure (Q5068079)
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scientific article; zbMATH DE number 7503257
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Price impact on term structure |
scientific article; zbMATH DE number 7503257 |
Statements
Price impact on term structure (English)
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5 April 2022
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price impact
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term structure models
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fixed-income market impact
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cross impact
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impacted risk-neutral measure
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impacted yield curve
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optimal execution
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impacted bond price
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impacted eurodollar futures price
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0.765383243560791
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0.7652509212493896
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0.7636672854423523
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0.7477723360061646
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0.7464337944984436
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