A noisy principal component analysis for forward rate curves (Q319733)
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scientific article; zbMATH DE number 6633651
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A noisy principal component analysis for forward rate curves |
scientific article; zbMATH DE number 6633651 |
Statements
A noisy principal component analysis for forward rate curves (English)
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6 October 2016
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finance
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pricing
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principal component analysis
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term-structure of interest rates
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HJM models
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0.90683717
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0.8545768
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0.8525349
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0.8444569
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0.8384217
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0.8352969
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0.8323146
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