Mathematical Research Data Initiative
Main page
Recent changes
Random page
SPARQL
MaRDI@GitHub
Special pages
In other projects
MaRDI portal item
Discussion
View source
View history
Purge
English
Log in

Three-factor interest rate models

From MaRDI portal
Publication:2583432
Jump to:navigation, search

DOI10.4310/CMS.2003.V1.N3.A8zbMATH Open1161.91412MaRDI QIDQ2583432

You-lan Zhu

Publication date: 16 January 2006

Published in: Communications in Mathematical Sciences (Search for Journal in Brave)





Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25)




Recommendations

  • Title not available (Why is that?) ๐Ÿ‘ ๐Ÿ‘Ž
  • Title not available (Why is that?) ๐Ÿ‘ ๐Ÿ‘Ž
  • Title not available (Why is that?) ๐Ÿ‘ ๐Ÿ‘Ž
  • A bond pricing formula under a non-trivial, three-factor model of interest rates ๐Ÿ‘ ๐Ÿ‘Ž
  • Interest rate term structure modelling ๐Ÿ‘ ๐Ÿ‘Ž
  • Interest Rate Modeling ๐Ÿ‘ ๐Ÿ‘Ž
  • A multi-quality model of interest rates ๐Ÿ‘ ๐Ÿ‘Ž
  • A YIELDโ€FACTOR MODEL OF INTEREST RATES ๐Ÿ‘ ๐Ÿ‘Ž
  • Interest rate models -- theory and practice ๐Ÿ‘ ๐Ÿ‘Ž





This page was built for publication: Three-factor interest rate models

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2583432)

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Publication:2583432&oldid=15354411"
Tools
What links here
Related changes
Printable version
Permanent link
Page information
This page was last edited on 3 February 2024, at 09:13.
Privacy policy
About MaRDI portal
Disclaimers
Imprint
Powered by MediaWiki