Showing 31 - 40 of 146
Persistent link: https://www.econbiz.de/10014267395
Persistent link: https://www.econbiz.de/10004371796
Persistent link: https://www.econbiz.de/10004768844
Persistent link: https://www.econbiz.de/10000641314
Persistent link: https://www.econbiz.de/10003682541
Popular yield curve models include affine term structure models. These models are usually based on a fixed set of parameters which is calibrated to the actual financial market conditions. Under changing market conditions also parametrization changes. We discuss how parameters need to be updated...
Persistent link: https://www.econbiz.de/10011412102
Persistent link: https://www.econbiz.de/10011939701
Persistent link: https://www.econbiz.de/10009736099