Nonaffine models of yield term structure (Q5126540)
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scientific article; zbMATH DE number 7262324
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Nonaffine models of yield term structure |
scientific article; zbMATH DE number 7262324 |
Statements
Nonaffine Models of Yield Term Structure (English)
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20 October 2020
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term structure equation
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zero-coupon bond
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CIR (1980) model
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Ahn-Gao model
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yield curve
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forward curve
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0.8206924200057983
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0.8073855042457581
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0.8064797520637512
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0.7982881665229797
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0.7855811715126038
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