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Phenomenology of the interest rate curve - MaRDI portal

Phenomenology of the interest rate curve (Q4541578)

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scientific article; zbMATH DE number 1771972
Language Label Description Also known as
English
Phenomenology of the interest rate curve
scientific article; zbMATH DE number 1771972

    Statements

    title
    Phenomenology of the interest rate curve (English)
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    author
    Jean-Philippe Bouchaud
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    Nicolas Sagna
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    Rama Cont
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    Nicole El Karoui
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    Marc Potters
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    publication date
    4 September 2002
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    zbMATH Keywords
    forward rate curve
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    average deviation
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    risk premium
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    Identifiers

    zbMATH DE Number
    1771972
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    OpenAlex ID
    W2145575592
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    arXiv ID
    cond-mat/9712164
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