Ab initio yield curve dynamics (Q936899)
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scientific article; zbMATH DE number 5314152
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Ab initio yield curve dynamics |
scientific article; zbMATH DE number 5314152 |
Statements
Ab initio yield curve dynamics (English)
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20 August 2008
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bond
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interest rate
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dynamics
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Fisher information
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yield curve
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term structure
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principal-component analysis
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proper orthogonal decomposition
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Karhunen-Lòeve
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Galerkin
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Fokker-Planck
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0.7772608995437622
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0.7652763724327087
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0.764284610748291
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0.7527968287467957
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0.7476776838302612
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