The following pages link to (Q4887229):
Displaying 11 items.
- Duration, factor sensitivities, and interest rate Greeks (Q665789) (← links)
- On the equivalence of a class of affine term structure models (Q666298) (← links)
- Problems in certain two-factor term structure models (Q687710) (← links)
- A non-parametric calibration of the HJM geometry: An application of Itô calculus to financial statistics (Q1000328) (← links)
- A portfolio-based evaluation of affine term structure models (Q2480223) (← links)
- BILINEAR TERM STRUCTURE MODEL (Q3069955) (← links)
- Affine term structure as multi-soliton (Q3121346) (← links)
- A NOTE ON THE DAI-SINGLETON CANONICAL REPRESENTATION OF AFFINE TERM STRUCTURE MODELS* (Q3576960) (← links)
- SEPARABLE TERM STRUCTURES AND THE MAXIMAL DEGREE PROBLEM (Q4419299) (← links)
- Resolving the Spanning Puzzle in Macro-Finance Term Structure Models* (Q4555650) (← links)
- Are multi-factor Gaussian term structure models still useful? An empirical analysis on Italian BTPs (Q5867418) (← links)