<--- Back to Details
First PageDocument Content
Fixed income analysis / Mathematical finance / Nonlinear system / Yield curve / Bond valuation / Economic model / Autoregressive conditional heteroskedasticity / Linear model / Nonlinear Schrödinger equation / Statistics / Financial economics / Economics
Date: 2014-03-24 05:38:12
Fixed income analysis
Mathematical finance
Nonlinear system
Yield curve
Bond valuation
Economic model
Autoregressive conditional heteroskedasticity
Linear model
Nonlinear Schrödinger equation
Statistics
Financial economics
Economics

Economics Discussion Paper EDP-0528 Nonlinearity in the Term Structure By

Add to Reading List

Source URL: www.socialsciences.manchester.ac.uk

Download Document from Source Website

File Size: 751,30 KB

Share Document on Facebook

Similar Documents

Economy / Economics / Mathematical finance / Asset pricing / Short-rate model / Yield curve

7th General Advanced Mathematical Methods in Finance and Swissquote Conference 2015 September 7-10, 2015 SwissTech Convention Center, EPFL, Switzerland

DocID: 1xVN4 - View Document

Curriculum Vitæ of Paolo Pellizzari 1. General information Current position. Associate professor of “Mathematical methods for economics, finance and actuarial sciences”, Università Ca’ Foscari Venezia, since 2004

DocID: 1uICs - View Document

The remarks below refer to: Fischer, T., 2012. No-arbitrage pricing under systemic risk: accounting for cross- ownership. Mathematical Finance. doi: j00526.x

DocID: 1svKC - View Document

Stochastic Calculus and Applications to Mathematical Finance by GREG WHITE Mihai Stoiciu, Advisor

DocID: 1sq6N - View Document

The ETH Institute for Theoretical Studies (ETH-ITS) presents: Workshop „Mathematical Finance beyond classical models“ September 16 – 18, 2015 Semper Aula HG G 60

DocID: 1sk4d - View Document