Consistent recalibration of yield curve models (Q4581289)
From MaRDI portal
scientific article; zbMATH DE number 6919649
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Consistent recalibration of yield curve models |
scientific article; zbMATH DE number 6919649 |
Statements
Consistent recalibration of yield curve models (English)
0 references
16 August 2018
0 references
term structure
0 references
interest rate
0 references
consistent re-calibration
0 references
yield curve
0 references
Hull-White extension
0 references
