Interest rates risk-premium and shape of the yield curve (Q316908)
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scientific article; zbMATH DE number 6631396
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Interest rates risk-premium and shape of the yield curve |
scientific article; zbMATH DE number 6631396 |
Statements
Interest rates risk-premium and shape of the yield curve (English)
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30 September 2016
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stochastic interest rate model
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risk premium
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yield curve
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optimal pricing
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