Numerical Simulation of the Term Structure of Interest Rates using a Random Field
| Year of publication: |
2002-07-01
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| Authors: | McDonald, Stuart ; Beard, Rodney |
| Institutions: | Society for Computational Economics - SCE |
| Subject: | Term structure modelling | business cycles | yield curves | Gaussian random fields |
| Series: | |
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| Type of publication: | Book / Working Paper |
| Notes: | The text is part of a series Computing in Economics and Finance 2002 Number 105 |
| Classification: | C63 - Computational Techniques ; G12 - Asset Pricing |
| Source: |
Persistent link: https://www.econbiz.de/10005537696