Amanote Research

Amanote Research

    RegisterSign In

A General Gaussian Interest Rate Model Consistent With the Current Term Structure

ISRN Probability and Statistics
doi 10.5402/2012/673607
Full Text
Open PDF
Abstract

Available in full text

Date

January 1, 2012

Authors
Marco Di Francesco
Publisher

Hindawi Limited


Related search

Evolving Functional Fuzzy Model for Interest Rate Term Structure Forecasting

2016English

Uncovered Interest Rate Parity and the Term Structure

SSRN Electronic Journal
2002English

Interest Rate Term Structure Decomposition at the Instrument Level

SSRN Electronic Journal
2016English

Are Interest Rate Derivatives Spanned by the Term Structure of Interest Rates?

SSRN Electronic Journal
2001English

The Rising Federal Funds Rate in the Current Low Long-Term Interest Rate Environment

2017English

The Term Structure of Interest Rates and Monetary Policy During a Zero-Interest-Rate Period

IMF Working Papers
2003English

A General Stochastic Volatility Model for the Pricing of Interest Rate Derivatives

SSRN Electronic Journal
2007English

A Consumption-Based Model of the Term Structure of Interest Rates☆

Journal of Financial Economics
ManagementFinanceEconomicsStrategyAccountingEconometrics
2006English

A Preferred-Habitat Model of the Term Structure of Interest Rates

SSRN Electronic Journal
2009English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2026 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy