Arbitrage-free relative Nelson-Siegel model
Hokuto Ishii
| Year of publication: |
2020
|
|---|---|
| Authors: | Ishii, Hokuto |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 37.2020, p. 1-6
|
| Subject: | Arbitrage-free pricing theory | Relative yield curve | Uncovered interest rate parity | Zinsstruktur | Yield curve | Zinsparität | Interest rate parity | Theorie | Theory | Arbitrage Pricing | Arbitrage pricing | Kapitaleinkommen | Capital income | Anleihe | Bond |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2019.101377 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012484986