Pages that link to "Item:Q637511"
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The following pages link to Some results on correlation matrices for interest rates (Q637511):
Displaying 8 items.
- Correlation matrices of yields and total positivity (Q855558) (← links)
- Shift, slope and curvature for a class of yields correlation matrices (Q996318) (← links)
- Accurate and fast computations with positive extended Schoenmakers-Coffey matrices (Q2955997) (← links)
- On the Level-Slope-Curvature Effect in Yield Curves and Eventual Total Positivity (Q3195110) (← links)
- Capturing the Correlations of Fixed-income Instruments (Q4834336) (← links)
- Exploring the total positivity of yields correlations (Q5001156) (← links)
- Upper bound for the Lempert function of smooth domains (Q5962178) (← links)
- Eigenvalue-eigenvector structure of Schoenmakers-Coffey matrices via Toeplitz technology and applications (Q5962483) (← links)