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~isPartOf:"Research paper / Quantitative Finance Research Centre, University of Technology Sydney"
~person:"Fergusson, Kevin"
~person:"Nikitopoulos, Christina"
~subject:"Yield curve"
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Yield curve
Zinsstruktur
3
Estimation
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Interest rate
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Schätzung
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Zins
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3/2 model
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Anleihe
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Benchmark Approach
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Cox-Ingersoll-Ross model
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Estimation theory
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Markov chain
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Fergusson, Kevin
Nikitopoulos, Christina
Chiarella, Carl
11
Platen, Eckhard
7
Schlögl, Erik
7
Nikitopoulos, Christina Sklibosios
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Chege Maina, Samuel
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Fanelli, Viviana
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Hsiao, Chih-ying
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Musti, Silvana
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Pilz, Kay Frederik
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Tô, Thuy-duong
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Alfeus, Mesias
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Beyna, Ingo
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Bruti-Liberati, Nicola
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Cheng, Benjamin
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Grasselli, Martino
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Hung, Hing
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Kang, Boda
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Karlsson, Patrik
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Krippner, Leo
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Miller, Shane
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Ming Xi Huang
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Pilz, K. F.
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Tappe, Stefan
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
ASTIN bulletin : the journal of the International Actuarial Association
1
Annals of financial economics
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ECONIS (ZBW)
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Application of maximum likelihood estimation to stochastic short rate models
Fergusson, Kevin
;
Platen, Eckhard
-
2015
Persistent link: https://www.econbiz.de/10011344233
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2
Stylised properties of the interest rate term structure under the benchmark approach
Fergusson, Kevin
;
Platen, Eckhard
-
2014
Persistent link: https://www.econbiz.de/10011344800
Saved in:
3
A Markovian defaultable term structure model with state dependent volatilities
Chiarella, Carl
;
Schlögl, Erik
;
Nikitopoulos, Christina
-
2004
Persistent link: https://www.econbiz.de/10002431669
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