Identifying statistical arbitrage in interest rate markets : a genetic algorithm approach
J.C. Arismendi-Zambrano, T. Ramos-Almeida, J.C. Reboredo, M.A. Rivera-Castro
| Year of publication: |
[2020]
|
|---|---|
| Authors: | Arismendi-Zambrano, J. C. ; Ramos-Almeida, T. ; Reboredo, Juan Carlos ; Rivera-Castro, M. A. |
| Publisher: |
Maynooth : Maynooth University, National University of Ireland, Department of Economics, Finance & Accounting |
| Subject: | Interest Rates Derivatives | Financial Economics | Arbitrage | Swaption-Cap Puzzle | Zins | Interest rate | Derivat | Derivative | Zinsderivat | Interest rate derivative | Kapitalmarkttheorie | Financial economics | Zinsstruktur | Yield curve | Evolutionärer Algorithmus | Evolutionary algorithm | Arbitrage Pricing | Arbitrage pricing |
freely available
| Extent: | 1 Online-Ressource (39 Seiten) Illustrationen |
|---|---|
| Series: | Working papers / Department of Economics, Finance and Accounting, NUI Maynooth. - Maynooth : [Verlag nicht ermittelbar], ZDB-ID 2217362-6. - Vol. N305 (20) |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013168990