Solvable affine term structure models
Year of publication: |
2008
|
---|---|
Authors: | Grasselli, Martino ; Tebaldi, Claudio |
Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial theory. - Malden, Mass. [u.a] : Wiley-Blackwell, ISSN 0960-1627, ZDB-ID 1073194-5. - Vol. 18.2008, 1, p. 135-153
|
Subject: | Zinsstruktur | Yield curve | Theorie | Theory |
-
Inferring volatility from the yield curve
Brousseau, Vincent, (2015)
-
Forecasting interest rates using geostatistical techniques
Arbia, Giuseppe, (2015)
-
Applications of an IS-MP model with yield curve
Wang, X. Henry, (2016)
- More ...
-
A multifactor volatility Heston model
Fonseca, JosE Da, (2008)
-
Bond Price and Impulse Response Function for the Balduzzi, Das, Foresi and Sundaram (1996) Model
Grasselli, Martino, (2004)
-
SOLVABLE AFFINE TERM STRUCTURE MODELS
Grasselli, Martino, (2008)
- More ...