Continuous and discrete time modeling of short-term interest rates
Year of publication: |
2011
|
---|---|
Authors: | Hsiao, Chih-ying ; Semmler, Willi |
Published in: |
Financial econometrics modeling : derivatives pricing, hedge funds and term structure models. - Basingstoke [u.a.] : Palgrave Macmillan, ISBN 0-230-28363-2. - 2011, p. 163-187
|
Subject: | Zinsstruktur | Yield curve | Theorie | Theory | Zins | Interest rate |
-
Interest rates modeling and forecasting : do macroeconomic factors matter?
Kuczera, Adam, (2017)
-
Stylised properties of the interest rate term structure under the benchmark approach
Fergusson, Kevin, (2014)
-
Forecasting interest rates using geostatistical techniques
Arbia, Giuseppe, (2015)
- More ...
-
Intertemporal Investment Strategies under Inflation Risk
Chiarella, Carl, (2007)
-
Intertemporal asset allocation when the underlying factors are unobservable
Chiarella, Carl, (2007)
-
Sustainable asset accumulation and dynamic portfolio decisions
Chiarella, Carl, (2016)
- More ...