<--- Back to Details
First PageDocument Content
Singular value decomposition / Numerical linear algebra / Fixed income market / Yield curve / 1Y / 2Y / Kernel / Eigenvalues and eigenvectors / Maximum likelihood / Algebra / Linear algebra / Mathematics
Date: 2014-07-21 10:34:04
Singular value decomposition
Numerical linear algebra
Fixed income market
Yield curve
1Y
2Y
Kernel
Eigenvalues and eigenvectors
Maximum likelihood
Algebra
Linear algebra
Mathematics

Testable implications of affine term structure models

Add to Reading List

Source URL: faculty.chicagobooth.edu

Download Document from Source Website

File Size: 471,31 KB

Share Document on Facebook

Similar Documents

Euro-BTP Futures and Options at Eurex: Trading the Italian Yield Curve May 2018 May 2018

DocID: 1uRug - View Document

Longer-term Yield Decomposition: The Analysis of the Czech Government Yield Curve

DocID: 1util - View Document

03 AugustUS tech stocks gained; Treasury yield curve flattened S&P 500 ended flat, with IT outperforming; bond yields rose with a modest curve flattening Corporate earnings dragged European equities

DocID: 1tuw5 - View Document

Monthly Outlook September 2015 Summary  US Treasury (UST) yield curve, along with other asset classes, experienced volatile swings in August. The Chinese central bank’s announcement that it would modify the approach

DocID: 1sKR9 - View Document

New Commonwealth 2035 Inflation Linked Bond New Bond Lengthens Yield Curve The Australian Office of Financial Management this week announced the launch of a new inflation linked bond with a real coupon of 2.0% and a matu

DocID: 1svhW - View Document