Alternative Models for Hedging Yield Curve Risk: An Empirical Comparison

2010 ◽  
Author(s):  
Nicola Carcano ◽  
Hakim Dall'O
Keyword(s):  
Yield Curve ◽  
Empirical Comparison ◽  
Alternative Models

scholarly journals An Empirical Comparison of Alternative Models of the Short-Term Interest Rate

1992 ◽  
Vol 47 (3) ◽  
pp. 1209-1227 ◽  
Author(s):  
K. C. CHAN ◽  
G. ANDREW KAROLYI ◽  
FRANCIS A. LONGSTAFF ◽  
ANTHONY B. SANDERS
Keyword(s):  
Interest Rate ◽  
Empirical Comparison ◽  
Short Term ◽  
Alternative Models

An Empirical Comparison of Alternative Models for Valuing Interest Rate Options

1997 ◽  
Author(s):  
Wolfgang Bühler ◽  
Marliese Uhrig-Homburg ◽  
Ulrich Walter ◽  
Thomas Weder
Keyword(s):  
Interest Rate ◽  
Empirical Comparison ◽  
Interest Rate Options ◽  
Alternative Models
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