๐”– Bobbio Scriptorium
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A model of discontinuous interest rate behavior, yield curves, and volatility

โœ Scribed by Steven L. Heston

Book ID
106514052
Publisher
Springer US
Year
2007
Tongue
English
Weight
344 KB
Volume
10
Category
Article
ISSN
1380-6645

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Forecasts of interest rates for dierent maturities are essential for forecasts of asset prices. The growth of derivatives markets coupled with the development of complex theories of the term structure of interest rates have provided forecasters with a rich array of variables for predicting interest