Calibration of Gaussian heath, Jarrow and Morton and random field interest rate term structure models

1998 ◽  
Vol 2 (4) ◽  
pp. 315-345 ◽  
Author(s):  
Kin Pang
Keyword(s):  
Interest Rate ◽  
Random Field ◽  
Term Structure ◽  
Term Structure Models ◽  
Interest Rate Term Structure

The use of Bayes factors to compare interest rate term structure models

2013 ◽  
Vol 13 (3) ◽  
pp. 369-381
Author(s):  
W. Keener Hughen ◽  
Carmelo Giaccotto ◽  
Po-Hsuan Hsu
Keyword(s):  
Interest Rate ◽  
Term Structure ◽  
Bayes Factors ◽  
Term Structure Models ◽  
Interest Rate Term Structure

scholarly journals Choice of Interest Rate Term Structure Models for Assets and Liability Management

2008 ◽  
Author(s):  
Zhenke Guan ◽  
Bing Gan ◽  
Aisha Khan ◽  
Ser-Huang Poon
Keyword(s):  
Interest Rate ◽  
Term Structure ◽  
Term Structure Models ◽  
Liability Management ◽  
Interest Rate Term Structure

Fuzzy Interest Rate Term Structure Equation

2020 ◽  
Vol 22 (3) ◽  
pp. 999-1006
Author(s):  
Le Bo ◽  
Cuilian You
Keyword(s):  
Interest Rate ◽  
Term Structure ◽  
Structure Equation ◽  
Interest Rate Term Structure

Entropy and information in the interest rate term structure

2002 ◽  
Vol 2 (1) ◽  
pp. 70-80 ◽  
Author(s):  
D C Brody ◽  
L P Hughston
Keyword(s):  
Interest Rate ◽  
Term Structure ◽  
Interest Rate Term Structure ◽  
The Interest Rate
Sign in / Sign up

Export Citation Format

Share Document