Modelling Specific Interest Rate Risk with Estimation of Missing Data (Q5700152)
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scientific article; zbMATH DE number 2218886
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Modelling Specific Interest Rate Risk with Estimation of Missing Data |
scientific article; zbMATH DE number 2218886 |
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Modelling Specific Interest Rate Risk with Estimation of Missing Data (English)
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27 October 2005
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multiple imputation
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EM-algorithm
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value at risk
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copula functions
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0.7012341022491455
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0.6987938284873962
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0.6947857141494751
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0.6899022459983826
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