Pages that link to "Item:Q2275618"
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The following pages link to Interest rate term structure modelling (Q2275618):
Displayed 7 items.
- Pricing and risk management of interest rate swaps (Q257234) (← links)
- A cyclical square-root model for the term structure of interest rates (Q299796) (← links)
- A noisy principal component analysis for forward rate curves (Q319733) (← links)
- A tractable interest rate model with explicit monetary policy rates (Q322788) (← links)
- Kriging of financial term-structures (Q323575) (← links)
- Stochastic string models with continuous semimartingales (Q1618536) (← links)
- Affine model of inflation-indexed derivatives and inflation risk premium (Q2256214) (← links)