Global term structure modelling using principal component analysis

Arcady Novosyolov; Daniel Satchkov

Year of publication:	2008
Authors:	Novosyolov, Arcady ; Satchkov, Daniel
Published in:	The journal of asset management. - Basingstoke : Palgrave Macmillan, ISSN 1470-8272, ZDB-ID 2209717-X. - Vol. 9.2008/09, 1, p. 49-60
Subject:	pca \| Welt \| World \| Rentenmarkt \| Bond market \| Zinsstruktur \| Yield curve

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