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The efficacy of term structure estimation techniques : a Monte Carlo study
Buono, Mark J. - In: The journal of fixed income 1 (1992) 4, pp. 52-63
Persistent link: https://www.econbiz.de/10001121626
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Semi-parametric modelling of the term structure
Bianchi, Marco; Orszag, Jonathan Michael; Steeley, James M. - 1997
Persistent link: https://www.econbiz.de/10000956524
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Is the short rate drift actually nonlinear?
Chapman, David A.; Pearson, Neil D. - In: The journal of finance : the journal of the American … 55 (2000) 1, pp. 355-388
Persistent link: https://www.econbiz.de/10001496998
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Estymacja i interpretacja zerokuponowej krzywej dochodowości
Ste̜pniak, Igor; Zieliński, Janusz - 2000
Persistent link: https://www.econbiz.de/10001505591
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On the relevance of modeling volatility for pricing purposes
Moreno, Manuel - 1999
Persistent link: https://www.econbiz.de/10001446897
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Empirical tests of interest rate model pricing kernels
Rosenberg, Joshua V. - 1999
Persistent link: https://www.econbiz.de/10001447985
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New estimates of the UK real and nominal yield curves
Anderson, Nicola; Sleath, John - In: Quarterly bulletin / Bank of England 39 (1999) 4, pp. 384-392
Persistent link: https://www.econbiz.de/10001443861
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Models for estimating the structure of interest rates from observations of yield curves
Kortanek, K. O.; Medvedev, V. G. - 1999
Persistent link: https://www.econbiz.de/10001491259
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Zinsmodelle in der stochastischen Optimierung : mit Anwendungen im Asset- & Liability-Management
Schürle, Michael - 1998
Persistent link: https://www.econbiz.de/10000672590