Pages that link to "Item:Q4541578"
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The following pages link to Phenomenology of the interest rate curve (Q4541578):
Displaying 17 items.
- Hysteresis effects under CIR interest rates (Q418081) (← links)
- Shape factors and cross-sectional risk (Q609842) (← links)
- An introduction to statistical finance (Q699524) (← links)
- Ab initio yield curve dynamics (Q936899) (← links)
- A non-parametric calibration of the HJM geometry: An application of Itô calculus to financial statistics (Q1000328) (← links)
- Hedged Monte-Carlo: low variance derivative pricing with objective probabilities (Q1591779) (← links)
- A characterization of hedging portfolios for interest rate contingent claims. (Q1879909) (← links)
- Volatility estimation for stochastic PDEs using high-frequency observations (Q2309597) (← links)
- Interest rate dynamics and consistent forward rate curves (Q2757307) (← links)
- Note on the Smith-Wilson interest rate curve (Q2836215) (← links)
- HOW DOES THE EURODOLLAR INTEREST RATE BEHAVE? (Q3022035) (← links)
- MODELING TERM STRUCTURE DYNAMICS: AN INFINITE DIMENSIONAL APPROACH (Q3023921) (← links)
- AN EMPIRICAL INVESTIGATION OF THE FORWARD INTEREST RATE TERM STRUCTURE (Q4528084) (← links)
- Yield Curve Smoothing and Residual Variance of Fixed Income Positions (Q4561934) (← links)
- A Quantum Field Theory Term Structure Model Applied to Hedging (Q5696861) (← links)
- AN ALTERNATIVE INTEREST RATE TERM STRUCTURE MODEL (Q5704729) (← links)
- Phenomenology of the term structure of interest rates with Padé approximants (Q5945409) (← links)