An Infinite-Dimensional Interest Rates Term Structure Model: Arbitrage-Free, Realistic and Practical Victor Lapshin Department of Risk Management and Insurance - Heath–Jarrow–Morton framework - Document - PDFSEARCH.IO

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	An Infinite-Dimensional Interest Rates Term Structure Model: Arbitrage-Free, Realistic and Practical Victor Lapshin Department of Risk Management and Insurance Add to Reading List Document Date: 2011-12-21 02:38:43 Open Document File Size: 811,42 KB Share Result on Facebook City Moscow / / Country Russia / / Organization Insurance Financial Engineering and Risk Management Lab Higher School of Economics / Arbitrage-Free / Realistic and Practical Victor Lapshin Department of Risk Management and Insurance Financial Engineering / / Position General / / SocialTag Finance Financial economics Mathematical finance Statistical inference Interest rates Yield curve Non-parametric statistics Bootstrapping Heath–Jarrow–Morton framework Fixed income analysis

An Infinite-Dimensional Interest Rates Term Structure Model: Arbitrage-Free, Realistic and Practical Victor Lapshin Department of Risk Management and InsuranceAdd to Reading List