About One Quadratic Model of Yield Term Structure
Year of publication: |
2017
|
---|---|
Authors: | Medvedev, Gennady |
Publisher: |
[2017]: [S.l.] : SSRN |
Subject: | Zinsstruktur | Yield curve | Theorie | Theory |
Extent: | 1 Online-Ressource (6 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Medvedev G. A. About One Quadratic Model of Yield Term Structure/Vestnik Tomskogo gosudarstvennogo universiteta. Informatika i vychislitel’naya tekhnika. – Tomsk State University Journal of Control and Computer Science. 2017. № 38. P. 24–29 (In Russian) Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments August 22, 2016 erstellt |
Classification: | G12 - Asset Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Fundamental disagreement about monetary policy and the term structure of interest rates
Cao, Shuo, (2021)
-
Asset Pricing with “Buy Now, Pay Later”
Malamud, Semyon, (2022)
-
Pricing the Bund term structure with linear regressions : without an observable short rate
Speck, Christian, (2023)
- More ...
-
Mathematical Properties of Option Pricing Under Gamma Distribution Process
Bogomolov, Andrey, (2014)
-
The Explicit Form of No Arbitrage Condition When the Term Structure Model is Multi-Factor
Medvedev, Gennady, (2009)
-
Financial Safety Inequalities Based on Expected Risks for Credit Institutions
Medvedev, Gennady, (2009)
- More ...