Kriging of financial term-structures (Q323575)
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scientific article; zbMATH DE number 6636576
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Kriging of financial term-structures |
scientific article; zbMATH DE number 6636576 |
Statements
Kriging of financial term-structures (English)
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7 October 2016
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model risk
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interest-rate curve
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OIS discount curve
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implied default distribution
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Kriging
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