✦ LIBER ✦

A Monte Carlo Filtering Approach for Estimating the Term Structure of Interest Rates

✍ Scribed by Akihiko Takahashi; Seisho Sato

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Estimating the term structure of interes

✍ Tatyana Krivobokova; Göran Kauermann; Theofanis Archontakis 📂 Article 📅 2006 🏛 Springer-Verlag 🌐 English ⚖ 887 KB

A constrained least square approach to t

✍ Hiroshi Konno; Toru Takase 📂 Article 📅 1995 🏛 Springer 🌐 English ⚖ 637 KB

Arbitrage bounds for the term structure

✍ Stefan R. Jaschke 📂 Article 📅 1997 🏛 Springer-Verlag 🌐 English ⚖ 150 KB

The Potential Approach to the Term Struc

✍ L. C. G. Rogers 📂 Article 📅 1997 🏛 John Wiley and Sons 🌐 English ⚖ 174 KB

On the de-facto convex structure of a le

✍ Hiroshi Konno; Toru Takase 📂 Article 📅 1996 🏛 Springer 🌐 English ⚖ 362 KB

Monotonicity preserving regression techn

✍ Barzanti, Luca ;Corradi, Corrado 📂 Article 📅 1997 🏛 Springer ⚖ 443 KB