How to Deform a Yield Curve:The Most Likely Deformation of a Yield Curve Consistent with Subjective Views
In this article, the authors show how the most likely deformation can be assigned to a yield curve, consistent with subjective views on a handful of key rates. They provide an intuitive explanation for the solution, which is perhaps not what one might at first blush have expected. They draw analogie...
Ausführliche Beschreibung
Gespeichert in:
| Autor*in: |
Ivan Saroka [verfasserIn] |
|---|
| Format: |
Artikel |
|---|---|
| Sprache: |
Englisch |
| Erschienen: |
2015 |
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| Schlagwörter: |
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| Übergeordnetes Werk: |
Enthalten in: The journal of fixed income - London : IPR Journals, 1991, 24(2015), 3, Seite 30-38 |
|---|---|
| Übergeordnetes Werk: |
volume:24 ; year:2015 ; number:3 ; pages:30-38 |
| Links: |
|---|
| DOI / URN: |
10.3905/jfi.2014.24.3.030 |
|---|
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OLC1959112937 |
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| up_date |
2024-07-03T15:55:25.574Z |
| _version_ |
1803573920346931200 |
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7.4006166 |