On the Level-Slope-Curvature Effect in Yield Curves and Eventual Total Positivity (Q3195110)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the Level-Slope-Curvature Effect in Yield Curves and Eventual Total Positivity |
scientific article |
Statements
On the Level-Slope-Curvature Effect in Yield Curves and Eventual Total Positivity (English)
0 references
21 October 2015
0 references
interest rate models
0 references
principal components analysis
0 references
totally positive matrices
0 references
0 references
