Interest Rate Modeling for Risk Management: Market Price of Interest Rate Risk - Economics: Current and Future Developments (2nd Edition)
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9781681086897

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Appendix C: Maximum Likelihood Estimation

Interest Rate Modeling for Risk Management: Market Price of Interest Rate Risk - Economics: Current and Future Developments (2nd Edition) ◽

10.2174/9781681086897118010016 ◽

2018 ◽

pp. 289-292

Author(s):

Takashi Yasuoka

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Likelihood Estimation

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Real-World Model In The Hull{White Model

Interest Rate Modeling for Risk Management: Market Price of Interest Rate Risk - Economics: Current and Future Developments (2nd Edition) ◽

10.2174/9781681086897118010011 ◽

2018 ◽

pp. 175-194

Author(s):

Takashi Yasuoka

Keyword(s):

Real World ◽

World Model

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Appendix B: Principal Component Analysis

Interest Rate Modeling for Risk Management: Market Price of Interest Rate Risk - Economics: Current and Future Developments (2nd Edition) ◽

10.2174/9781681086897118010015 ◽

2018 ◽

pp. 283-287

Author(s):

Takashi Yasuoka

Keyword(s):

Principal Component Analysis ◽

Principal Component ◽

Component Analysis

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Real-World Model In The Libor Market Model

Interest Rate Modeling for Risk Management: Market Price of Interest Rate Risk - Economics: Current and Future Developments (2nd Edition) ◽

10.2174/9781681086897118010012 ◽

2018 ◽

pp. 195-234

Author(s):

Takashi Yasuoka

Keyword(s):

Real World ◽

Market Model ◽

World Model ◽

Libor Market Model

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Libor Market Model

Interest Rate Modeling for Risk Management: Market Price of Interest Rate Risk - Economics: Current and Future Developments (2nd Edition) ◽

10.2174/9781681086897118010008 ◽

2018 ◽

pp. 91-109

Author(s):

Takashi Yasuoka

Keyword(s):

Market Model ◽

Libor Market Model

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Subject Index

Interest Rate Modeling for Risk Management: Market Price of Interest Rate Risk - Economics: Current and Future Developments (2nd Edition) ◽

10.2174/9781681086897118010018 ◽

2018 ◽

pp. 305-310

Author(s):

Takashi Yasuoka

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Appendix A: Basics Of Numerical Analysis

Interest Rate Modeling for Risk Management: Market Price of Interest Rate Risk - Economics: Current and Future Developments (2nd Edition) ◽

10.2174/9781681086897118010014 ◽

2018 ◽

pp. 279-281

Author(s):

Takashi Yasuoka

Keyword(s):

Numerical Analysis

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Real-World Model In The Gaussian Hjm Model

Interest Rate Modeling for Risk Management: Market Price of Interest Rate Risk - Economics: Current and Future Developments (2nd Edition) ◽

10.2174/9781681086897118010009 ◽

2018 ◽

pp. 111-148

Author(s):

Takashi Yasuoka

Keyword(s):

Real World ◽

World Model ◽

Hjm Model

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Arbitrage Theory

Interest Rate Modeling for Risk Management: Market Price of Interest Rate Risk - Economics: Current and Future Developments (2nd Edition) ◽

10.2174/9781681086897118010006 ◽

2018 ◽

pp. 53-64

Author(s):

Takashi Yasuoka

Download Full-text

Interest Rate Risk

Interest Rate Modeling for Risk Management: Market Price of Interest Rate Risk - Economics: Current and Future Developments (2nd Edition) ◽

10.2174/9781681086897118010004 ◽

2018 ◽

pp. 1-29

Author(s):

Takashi Yasuoka

Keyword(s):

Interest Rate ◽

Interest Rate Risk ◽

Rate Risk

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Interest Rate Modeling for Risk Management: Market Price of Interest Rate Risk - Economics: Current and Future Developments (2nd Edition)Latest Publications

TOTAL DOCUMENTS

H-INDEX

Published By BENTHAM SCIENCE PUBLISHERS

Appendix C: Maximum Likelihood Estimation

Real-World Model In The Hull{White Model

Appendix B: Principal Component Analysis

Real-World Model In The Libor Market Model

Libor Market Model

Subject Index

Appendix A: Basics Of Numerical Analysis

Real-World Model In The Gaussian Hjm Model

Arbitrage Theory

Interest Rate Risk

Interest Rate Modeling for Risk Management: Market Price of Interest Rate Risk - Economics: Current and Future Developments (2nd Edition)
Latest Publications