The following pages link to Raquel M. Gaspar (Q604622):
Displaying 7 items.
- Interest rate theory and geometry (Q604623) (← links)
- Pulled-to-par returns for zero-coupon bonds historical simulation value at risk (Q777819) (← links)
- (Q3511649) (← links)
- Machine Learning Vasicek Model Calibration with Gaussian Processes (Q4905880) (← links)
- Default propensity implicit in pulled to par V@R for bonds (Q5040248) (← links)
- Brownian Bridge and Other Path-dependent Gaussian Processes Vectorial Simulation (Q5860260) (← links)
- In memoriam: Tomas Björk (1947--2021). On his career and beyond (Q6074004) (← links)
