Long-term risk with stochastic interest rates (Q6667573)
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scientific article; zbMATH DE number 7971590
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Long-term risk with stochastic interest rates |
scientific article; zbMATH DE number 7971590 |
Statements
Long-term risk with stochastic interest rates (English)
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20 January 2025
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forward measure
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long-term risk
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pricing kernel decomposition
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rate adjustment
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stochastic interest rates
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yields
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0.7447572350502014
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0.7246736288070679
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0.7139386534690857
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0.7123081684112549
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0.706839919090271
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