Yield Curves and Forward Curves for Diffusion Models of Short Rates
Latest Publications

TOTAL DOCUMENTS

(FIVE YEARS 0)

H-INDEX

(FIVE YEARS 0)

Published By Springer International Publishing

9783030154998, 9783030155001

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

The Duffie–Kan Two-Factor Models

Yield Curves and Forward Curves for Diffusion Models of Short Rates ◽

10.1007/978-3-030-15500-1_6 ◽

2019 ◽

pp. 93-114

Author(s):

Gennady A. Medvedev

Keyword(s):

Factor Models

The Duffie–Kan One-Factor Model

Yield Curves and Forward Curves for Diffusion Models of Short Rates ◽

10.1007/978-3-030-15500-1_5 ◽

2019 ◽

pp. 71-91

Author(s):

Gennady A. Medvedev

Keyword(s):

Factor Model

The Term Structure of Interest Rates

Yield Curves and Forward Curves for Diffusion Models of Short Rates ◽

10.1007/978-3-030-15500-1_2 ◽

2019 ◽

pp. 19-26

Author(s):

Gennady A. Medvedev

Keyword(s):

Interest Rates ◽

Term Structure

The Processes of Short-Term Interest Rates and Their Probability Densities

Yield Curves and Forward Curves for Diffusion Models of Short Rates ◽

10.1007/978-3-030-15500-1_1 ◽

2019 ◽

pp. 1-18

Author(s):

Gennady A. Medvedev

Keyword(s):

Interest Rates ◽

Short Term ◽

Probability Densities

Another Version of the Term to Maturity Variable

Yield Curves and Forward Curves for Diffusion Models of Short Rates ◽

10.1007/978-3-030-15500-1_8 ◽

2019 ◽

pp. 127-140

Author(s):

Gennady A. Medvedev

Keyword(s):

Maturity Variable

The Vasiček Model

Yield Curves and Forward Curves for Diffusion Models of Short Rates ◽

10.1007/978-3-030-15500-1_3 ◽

2019 ◽

pp. 27-39

Author(s):

Gennady A. Medvedev

Keyword(s):

Vasicek Model

The Nelson–Siegel–Svensson No-Arbitrage Yield Curve Model

Yield Curves and Forward Curves for Diffusion Models of Short Rates ◽

10.1007/978-3-030-15500-1_9 ◽

2019 ◽

pp. 141-177

Author(s):

Gennady A. Medvedev

Keyword(s):

Yield Curve ◽

No Arbitrage ◽

Curve Model

The Three Factor Models

Yield Curves and Forward Curves for Diffusion Models of Short Rates ◽

10.1007/978-3-030-15500-1_7 ◽

2019 ◽

pp. 115-125

Author(s):

Gennady A. Medvedev

Keyword(s):

Factor Models ◽

Three Factor

Polynomial Models of Yield Term Structure

Yield Curves and Forward Curves for Diffusion Models of Short Rates ◽

10.1007/978-3-030-15500-1_11 ◽

2019 ◽

pp. 201-227

Author(s):

Gennady A. Medvedev

Keyword(s):

Term Structure ◽

Polynomial Models

Quadratic Models of Yield in a Risk-Neutral World

Yield Curves and Forward Curves for Diffusion Models of Short Rates ◽

10.1007/978-3-030-15500-1_10 ◽

2019 ◽

pp. 179-199

Author(s):

Gennady A. Medvedev

Keyword(s):

Risk Neutral ◽

Quadratic Models

Yield Curves and Forward Curves for Diffusion Models of Short RatesLatest Publications

TOTAL DOCUMENTS

H-INDEX

Published By Springer International Publishing

The Duffie–Kan Two-Factor Models

The Duffie–Kan One-Factor Model

The Term Structure of Interest Rates

The Processes of Short-Term Interest Rates and Their Probability Densities

Another Version of the Term to Maturity Variable

The Vasiček Model

The Nelson–Siegel–Svensson No-Arbitrage Yield Curve Model

The Three Factor Models

Polynomial Models of Yield Term Structure

Quadratic Models of Yield in a Risk-Neutral World

Yield Curves and Forward Curves for Diffusion Models of Short Rates
Latest Publications