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
Autor*in: |
Ivan Saroka [verfasserIn] |
---|
Format: |
Artikel |
---|---|
Sprache: |
Englisch |
Erschienen: |
2015 |
---|
Schlagwörter: |
---|
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 |
---|
Katalog-ID: |
OLC1959112937 |
---|
LEADER | 01000caa a2200265 4500 | ||
---|---|---|---|
001 | OLC1959112937 | ||
003 | DE-627 | ||
005 | 20230714150607.0 | ||
007 | tu | ||
008 | 160206s2015 xx ||||| 00| ||eng c | ||
024 | 7 | |a 10.3905/jfi.2014.24.3.030 |2 doi | |
028 | 5 | 2 | |a PQ20160617 |
035 | |a (DE-627)OLC1959112937 | ||
035 | |a (DE-599)GBVOLC1959112937 | ||
035 | |a (PRQ)c1161-aac8706ef0802f123dcba8b9bca00dd3fc3ecab84ffc4b7e984e466f4e4ca47c0 | ||
035 | |a (KEY)0209232820150000024000300030howtodeformayieldcurvethemostlikelydeformationofay | ||
040 | |a DE-627 |b ger |c DE-627 |e rakwb | ||
041 | |a eng | ||
082 | 0 | 4 | |a 330 |a 650 |q DNB |
084 | |a 83.00 |2 bkl | ||
100 | 0 | |a Ivan Saroka |e verfasserin |4 aut | |
245 | 1 | 0 | |a How to Deform a Yield Curve:The Most Likely Deformation of a Yield Curve Consistent with Subjective Views |
264 | 1 | |c 2015 | |
336 | |a Text |b txt |2 rdacontent | ||
337 | |a ohne Hilfsmittel zu benutzen |b n |2 rdamedia | ||
338 | |a Band |b nc |2 rdacarrier | ||
520 | |a 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 analogies from physics that illuminate the reasoning. | ||
650 | 4 | |a Futures | |
650 | 4 | |a Yield curve | |
650 | 4 | |a Economic aspects | |
650 | 4 | |a Analysis | |
650 | 4 | |a Fixed income securities | |
650 | 4 | |a Yield | |
650 | 4 | |a Fixed incomes | |
650 | 4 | |a Studies | |
650 | 4 | |a Portfolio management | |
700 | 0 | |a Riccardo Rebonato |4 oth | |
773 | 0 | 8 | |i Enthalten in |t The journal of fixed income |d London : IPR Journals, 1991 |g 24(2015), 3, Seite 30-38 |w (DE-627)170850188 |w (DE-600)1116103-6 |w (DE-576)032733518 |x 1059-8596 |7 nnns |
773 | 1 | 8 | |g volume:24 |g year:2015 |g number:3 |g pages:30-38 |
856 | 4 | 1 | |u http://dx.doi.org/10.3905/jfi.2014.24.3.030 |3 Volltext |
856 | 4 | 2 | |u http://search.proquest.com/docview/1646328511 |
912 | |a GBV_USEFLAG_A | ||
912 | |a SYSFLAG_A | ||
912 | |a GBV_OLC | ||
912 | |a SSG-OLC-WIW | ||
912 | |a GBV_ILN_26 | ||
912 | |a GBV_ILN_40 | ||
912 | |a GBV_ILN_130 | ||
912 | |a GBV_ILN_2002 | ||
912 | |a GBV_ILN_2014 | ||
936 | b | k | |a 83.00 |q AVZ |
951 | |a AR | ||
952 | |d 24 |j 2015 |e 3 |h 30-38 |
author_variant |
i s is |
---|---|
matchkey_str |
article:10598596:2015----::otdfrailcrehmslkldfrainfyeduvcnit |
hierarchy_sort_str |
2015 |
bklnumber |
83.00 |
publishDate |
2015 |
allfields |
10.3905/jfi.2014.24.3.030 doi PQ20160617 (DE-627)OLC1959112937 (DE-599)GBVOLC1959112937 (PRQ)c1161-aac8706ef0802f123dcba8b9bca00dd3fc3ecab84ffc4b7e984e466f4e4ca47c0 (KEY)0209232820150000024000300030howtodeformayieldcurvethemostlikelydeformationofay DE-627 ger DE-627 rakwb eng 330 650 DNB 83.00 bkl Ivan Saroka verfasserin aut How to Deform a Yield Curve:The Most Likely Deformation of a Yield Curve Consistent with Subjective Views 2015 Text txt rdacontent ohne Hilfsmittel zu benutzen n rdamedia Band nc rdacarrier 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 analogies from physics that illuminate the reasoning. Futures Yield curve Economic aspects Analysis Fixed income securities Yield Fixed incomes Studies Portfolio management Riccardo Rebonato oth Enthalten in The journal of fixed income London : IPR Journals, 1991 24(2015), 3, Seite 30-38 (DE-627)170850188 (DE-600)1116103-6 (DE-576)032733518 1059-8596 nnns volume:24 year:2015 number:3 pages:30-38 http://dx.doi.org/10.3905/jfi.2014.24.3.030 Volltext http://search.proquest.com/docview/1646328511 GBV_USEFLAG_A SYSFLAG_A GBV_OLC SSG-OLC-WIW GBV_ILN_26 GBV_ILN_40 GBV_ILN_130 GBV_ILN_2002 GBV_ILN_2014 83.00 AVZ AR 24 2015 3 30-38 |
spelling |
10.3905/jfi.2014.24.3.030 doi PQ20160617 (DE-627)OLC1959112937 (DE-599)GBVOLC1959112937 (PRQ)c1161-aac8706ef0802f123dcba8b9bca00dd3fc3ecab84ffc4b7e984e466f4e4ca47c0 (KEY)0209232820150000024000300030howtodeformayieldcurvethemostlikelydeformationofay DE-627 ger DE-627 rakwb eng 330 650 DNB 83.00 bkl Ivan Saroka verfasserin aut How to Deform a Yield Curve:The Most Likely Deformation of a Yield Curve Consistent with Subjective Views 2015 Text txt rdacontent ohne Hilfsmittel zu benutzen n rdamedia Band nc rdacarrier 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 analogies from physics that illuminate the reasoning. Futures Yield curve Economic aspects Analysis Fixed income securities Yield Fixed incomes Studies Portfolio management Riccardo Rebonato oth Enthalten in The journal of fixed income London : IPR Journals, 1991 24(2015), 3, Seite 30-38 (DE-627)170850188 (DE-600)1116103-6 (DE-576)032733518 1059-8596 nnns volume:24 year:2015 number:3 pages:30-38 http://dx.doi.org/10.3905/jfi.2014.24.3.030 Volltext http://search.proquest.com/docview/1646328511 GBV_USEFLAG_A SYSFLAG_A GBV_OLC SSG-OLC-WIW GBV_ILN_26 GBV_ILN_40 GBV_ILN_130 GBV_ILN_2002 GBV_ILN_2014 83.00 AVZ AR 24 2015 3 30-38 |
allfields_unstemmed |
10.3905/jfi.2014.24.3.030 doi PQ20160617 (DE-627)OLC1959112937 (DE-599)GBVOLC1959112937 (PRQ)c1161-aac8706ef0802f123dcba8b9bca00dd3fc3ecab84ffc4b7e984e466f4e4ca47c0 (KEY)0209232820150000024000300030howtodeformayieldcurvethemostlikelydeformationofay DE-627 ger DE-627 rakwb eng 330 650 DNB 83.00 bkl Ivan Saroka verfasserin aut How to Deform a Yield Curve:The Most Likely Deformation of a Yield Curve Consistent with Subjective Views 2015 Text txt rdacontent ohne Hilfsmittel zu benutzen n rdamedia Band nc rdacarrier 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 analogies from physics that illuminate the reasoning. Futures Yield curve Economic aspects Analysis Fixed income securities Yield Fixed incomes Studies Portfolio management Riccardo Rebonato oth Enthalten in The journal of fixed income London : IPR Journals, 1991 24(2015), 3, Seite 30-38 (DE-627)170850188 (DE-600)1116103-6 (DE-576)032733518 1059-8596 nnns volume:24 year:2015 number:3 pages:30-38 http://dx.doi.org/10.3905/jfi.2014.24.3.030 Volltext http://search.proquest.com/docview/1646328511 GBV_USEFLAG_A SYSFLAG_A GBV_OLC SSG-OLC-WIW GBV_ILN_26 GBV_ILN_40 GBV_ILN_130 GBV_ILN_2002 GBV_ILN_2014 83.00 AVZ AR 24 2015 3 30-38 |
allfieldsGer |
10.3905/jfi.2014.24.3.030 doi PQ20160617 (DE-627)OLC1959112937 (DE-599)GBVOLC1959112937 (PRQ)c1161-aac8706ef0802f123dcba8b9bca00dd3fc3ecab84ffc4b7e984e466f4e4ca47c0 (KEY)0209232820150000024000300030howtodeformayieldcurvethemostlikelydeformationofay DE-627 ger DE-627 rakwb eng 330 650 DNB 83.00 bkl Ivan Saroka verfasserin aut How to Deform a Yield Curve:The Most Likely Deformation of a Yield Curve Consistent with Subjective Views 2015 Text txt rdacontent ohne Hilfsmittel zu benutzen n rdamedia Band nc rdacarrier 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 analogies from physics that illuminate the reasoning. Futures Yield curve Economic aspects Analysis Fixed income securities Yield Fixed incomes Studies Portfolio management Riccardo Rebonato oth Enthalten in The journal of fixed income London : IPR Journals, 1991 24(2015), 3, Seite 30-38 (DE-627)170850188 (DE-600)1116103-6 (DE-576)032733518 1059-8596 nnns volume:24 year:2015 number:3 pages:30-38 http://dx.doi.org/10.3905/jfi.2014.24.3.030 Volltext http://search.proquest.com/docview/1646328511 GBV_USEFLAG_A SYSFLAG_A GBV_OLC SSG-OLC-WIW GBV_ILN_26 GBV_ILN_40 GBV_ILN_130 GBV_ILN_2002 GBV_ILN_2014 83.00 AVZ AR 24 2015 3 30-38 |
allfieldsSound |
10.3905/jfi.2014.24.3.030 doi PQ20160617 (DE-627)OLC1959112937 (DE-599)GBVOLC1959112937 (PRQ)c1161-aac8706ef0802f123dcba8b9bca00dd3fc3ecab84ffc4b7e984e466f4e4ca47c0 (KEY)0209232820150000024000300030howtodeformayieldcurvethemostlikelydeformationofay DE-627 ger DE-627 rakwb eng 330 650 DNB 83.00 bkl Ivan Saroka verfasserin aut How to Deform a Yield Curve:The Most Likely Deformation of a Yield Curve Consistent with Subjective Views 2015 Text txt rdacontent ohne Hilfsmittel zu benutzen n rdamedia Band nc rdacarrier 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 analogies from physics that illuminate the reasoning. Futures Yield curve Economic aspects Analysis Fixed income securities Yield Fixed incomes Studies Portfolio management Riccardo Rebonato oth Enthalten in The journal of fixed income London : IPR Journals, 1991 24(2015), 3, Seite 30-38 (DE-627)170850188 (DE-600)1116103-6 (DE-576)032733518 1059-8596 nnns volume:24 year:2015 number:3 pages:30-38 http://dx.doi.org/10.3905/jfi.2014.24.3.030 Volltext http://search.proquest.com/docview/1646328511 GBV_USEFLAG_A SYSFLAG_A GBV_OLC SSG-OLC-WIW GBV_ILN_26 GBV_ILN_40 GBV_ILN_130 GBV_ILN_2002 GBV_ILN_2014 83.00 AVZ AR 24 2015 3 30-38 |
language |
English |
source |
Enthalten in The journal of fixed income 24(2015), 3, Seite 30-38 volume:24 year:2015 number:3 pages:30-38 |
sourceStr |
Enthalten in The journal of fixed income 24(2015), 3, Seite 30-38 volume:24 year:2015 number:3 pages:30-38 |
format_phy_str_mv |
Article |
institution |
findex.gbv.de |
topic_facet |
Futures Yield curve Economic aspects Analysis Fixed income securities Yield Fixed incomes Studies Portfolio management |
dewey-raw |
330 |
isfreeaccess_bool |
false |
container_title |
The journal of fixed income |
authorswithroles_txt_mv |
Ivan Saroka @@aut@@ Riccardo Rebonato @@oth@@ |
publishDateDaySort_date |
2015-01-01T00:00:00Z |
hierarchy_top_id |
170850188 |
dewey-sort |
3330 |
id |
OLC1959112937 |
language_de |
englisch |
fullrecord |
<?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>01000caa a2200265 4500</leader><controlfield tag="001">OLC1959112937</controlfield><controlfield tag="003">DE-627</controlfield><controlfield tag="005">20230714150607.0</controlfield><controlfield tag="007">tu</controlfield><controlfield tag="008">160206s2015 xx ||||| 00| ||eng c</controlfield><datafield tag="024" ind1="7" ind2=" "><subfield code="a">10.3905/jfi.2014.24.3.030</subfield><subfield code="2">doi</subfield></datafield><datafield tag="028" ind1="5" ind2="2"><subfield code="a">PQ20160617</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-627)OLC1959112937</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)GBVOLC1959112937</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(PRQ)c1161-aac8706ef0802f123dcba8b9bca00dd3fc3ecab84ffc4b7e984e466f4e4ca47c0</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(KEY)0209232820150000024000300030howtodeformayieldcurvethemostlikelydeformationofay</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-627</subfield><subfield code="b">ger</subfield><subfield code="c">DE-627</subfield><subfield code="e">rakwb</subfield></datafield><datafield tag="041" ind1=" " ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="082" ind1="0" ind2="4"><subfield code="a">330</subfield><subfield code="a">650</subfield><subfield code="q">DNB</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">83.00</subfield><subfield code="2">bkl</subfield></datafield><datafield tag="100" ind1="0" ind2=" "><subfield code="a">Ivan Saroka</subfield><subfield code="e">verfasserin</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">How to Deform a Yield Curve:The Most Likely Deformation of a Yield Curve Consistent with Subjective Views</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="c">2015</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="a">Text</subfield><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="a">ohne Hilfsmittel zu benutzen</subfield><subfield code="b">n</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="a">Band</subfield><subfield code="b">nc</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="520" ind1=" " ind2=" "><subfield code="a">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 analogies from physics that illuminate the reasoning.</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Futures</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Yield curve</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Economic aspects</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Analysis</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Fixed income securities</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Yield</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Fixed incomes</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Studies</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Portfolio management</subfield></datafield><datafield tag="700" ind1="0" ind2=" "><subfield code="a">Riccardo Rebonato</subfield><subfield code="4">oth</subfield></datafield><datafield tag="773" ind1="0" ind2="8"><subfield code="i">Enthalten in</subfield><subfield code="t">The journal of fixed income</subfield><subfield code="d">London : IPR Journals, 1991</subfield><subfield code="g">24(2015), 3, Seite 30-38</subfield><subfield code="w">(DE-627)170850188</subfield><subfield code="w">(DE-600)1116103-6</subfield><subfield code="w">(DE-576)032733518</subfield><subfield code="x">1059-8596</subfield><subfield code="7">nnns</subfield></datafield><datafield tag="773" ind1="1" ind2="8"><subfield code="g">volume:24</subfield><subfield code="g">year:2015</subfield><subfield code="g">number:3</subfield><subfield code="g">pages:30-38</subfield></datafield><datafield tag="856" ind1="4" ind2="1"><subfield code="u">http://dx.doi.org/10.3905/jfi.2014.24.3.030</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="856" ind1="4" ind2="2"><subfield code="u">http://search.proquest.com/docview/1646328511</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_USEFLAG_A</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">SYSFLAG_A</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_OLC</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">SSG-OLC-WIW</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_26</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_40</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_130</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_2002</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_2014</subfield></datafield><datafield tag="936" ind1="b" ind2="k"><subfield code="a">83.00</subfield><subfield code="q">AVZ</subfield></datafield><datafield tag="951" ind1=" " ind2=" "><subfield code="a">AR</subfield></datafield><datafield tag="952" ind1=" " ind2=" "><subfield code="d">24</subfield><subfield code="j">2015</subfield><subfield code="e">3</subfield><subfield code="h">30-38</subfield></datafield></record></collection>
|
author |
Ivan Saroka |
spellingShingle |
Ivan Saroka ddc 330 bkl 83.00 misc Futures misc Yield curve misc Economic aspects misc Analysis misc Fixed income securities misc Yield misc Fixed incomes misc Studies misc Portfolio management How to Deform a Yield Curve:The Most Likely Deformation of a Yield Curve Consistent with Subjective Views |
authorStr |
Ivan Saroka |
ppnlink_with_tag_str_mv |
@@773@@(DE-627)170850188 |
format |
Article |
dewey-ones |
330 - Economics 650 - Management & auxiliary services |
delete_txt_mv |
keep |
author_role |
aut |
collection |
OLC |
remote_str |
false |
illustrated |
Not Illustrated |
issn |
1059-8596 |
topic_title |
330 650 DNB 83.00 bkl How to Deform a Yield Curve:The Most Likely Deformation of a Yield Curve Consistent with Subjective Views Futures Yield curve Economic aspects Analysis Fixed income securities Yield Fixed incomes Studies Portfolio management |
topic |
ddc 330 bkl 83.00 misc Futures misc Yield curve misc Economic aspects misc Analysis misc Fixed income securities misc Yield misc Fixed incomes misc Studies misc Portfolio management |
topic_unstemmed |
ddc 330 bkl 83.00 misc Futures misc Yield curve misc Economic aspects misc Analysis misc Fixed income securities misc Yield misc Fixed incomes misc Studies misc Portfolio management |
topic_browse |
ddc 330 bkl 83.00 misc Futures misc Yield curve misc Economic aspects misc Analysis misc Fixed income securities misc Yield misc Fixed incomes misc Studies misc Portfolio management |
format_facet |
Aufsätze Gedruckte Aufsätze |
format_main_str_mv |
Text Zeitschrift/Artikel |
carriertype_str_mv |
nc |
author2_variant |
r r rr |
hierarchy_parent_title |
The journal of fixed income |
hierarchy_parent_id |
170850188 |
dewey-tens |
330 - Economics 650 - Management & public relations |
hierarchy_top_title |
The journal of fixed income |
isfreeaccess_txt |
false |
familylinks_str_mv |
(DE-627)170850188 (DE-600)1116103-6 (DE-576)032733518 |
title |
How to Deform a Yield Curve:The Most Likely Deformation of a Yield Curve Consistent with Subjective Views |
ctrlnum |
(DE-627)OLC1959112937 (DE-599)GBVOLC1959112937 (PRQ)c1161-aac8706ef0802f123dcba8b9bca00dd3fc3ecab84ffc4b7e984e466f4e4ca47c0 (KEY)0209232820150000024000300030howtodeformayieldcurvethemostlikelydeformationofay |
title_full |
How to Deform a Yield Curve:The Most Likely Deformation of a Yield Curve Consistent with Subjective Views |
author_sort |
Ivan Saroka |
journal |
The journal of fixed income |
journalStr |
The journal of fixed income |
lang_code |
eng |
isOA_bool |
false |
dewey-hundreds |
300 - Social sciences 600 - Technology |
recordtype |
marc |
publishDateSort |
2015 |
contenttype_str_mv |
txt |
container_start_page |
30 |
author_browse |
Ivan Saroka |
container_volume |
24 |
class |
330 650 DNB 83.00 bkl |
format_se |
Aufsätze |
author-letter |
Ivan Saroka |
doi_str_mv |
10.3905/jfi.2014.24.3.030 |
dewey-full |
330 650 |
title_sort |
how to deform a yield curve:the most likely deformation of a yield curve consistent with subjective views |
title_auth |
How to Deform a Yield Curve:The Most Likely Deformation of a Yield Curve Consistent with Subjective Views |
abstract |
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 analogies from physics that illuminate the reasoning. |
abstractGer |
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 analogies from physics that illuminate the reasoning. |
abstract_unstemmed |
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 analogies from physics that illuminate the reasoning. |
collection_details |
GBV_USEFLAG_A SYSFLAG_A GBV_OLC SSG-OLC-WIW GBV_ILN_26 GBV_ILN_40 GBV_ILN_130 GBV_ILN_2002 GBV_ILN_2014 |
container_issue |
3 |
title_short |
How to Deform a Yield Curve:The Most Likely Deformation of a Yield Curve Consistent with Subjective Views |
url |
http://dx.doi.org/10.3905/jfi.2014.24.3.030 http://search.proquest.com/docview/1646328511 |
remote_bool |
false |
author2 |
Riccardo Rebonato |
author2Str |
Riccardo Rebonato |
ppnlink |
170850188 |
mediatype_str_mv |
n |
isOA_txt |
false |
hochschulschrift_bool |
false |
author2_role |
oth |
doi_str |
10.3905/jfi.2014.24.3.030 |
up_date |
2024-07-03T15:55:25.574Z |
_version_ |
1803573920346931200 |
fullrecord_marcxml |
<?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>01000caa a2200265 4500</leader><controlfield tag="001">OLC1959112937</controlfield><controlfield tag="003">DE-627</controlfield><controlfield tag="005">20230714150607.0</controlfield><controlfield tag="007">tu</controlfield><controlfield tag="008">160206s2015 xx ||||| 00| ||eng c</controlfield><datafield tag="024" ind1="7" ind2=" "><subfield code="a">10.3905/jfi.2014.24.3.030</subfield><subfield code="2">doi</subfield></datafield><datafield tag="028" ind1="5" ind2="2"><subfield code="a">PQ20160617</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-627)OLC1959112937</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)GBVOLC1959112937</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(PRQ)c1161-aac8706ef0802f123dcba8b9bca00dd3fc3ecab84ffc4b7e984e466f4e4ca47c0</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(KEY)0209232820150000024000300030howtodeformayieldcurvethemostlikelydeformationofay</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-627</subfield><subfield code="b">ger</subfield><subfield code="c">DE-627</subfield><subfield code="e">rakwb</subfield></datafield><datafield tag="041" ind1=" " ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="082" ind1="0" ind2="4"><subfield code="a">330</subfield><subfield code="a">650</subfield><subfield code="q">DNB</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">83.00</subfield><subfield code="2">bkl</subfield></datafield><datafield tag="100" ind1="0" ind2=" "><subfield code="a">Ivan Saroka</subfield><subfield code="e">verfasserin</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">How to Deform a Yield Curve:The Most Likely Deformation of a Yield Curve Consistent with Subjective Views</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="c">2015</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="a">Text</subfield><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="a">ohne Hilfsmittel zu benutzen</subfield><subfield code="b">n</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="a">Band</subfield><subfield code="b">nc</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="520" ind1=" " ind2=" "><subfield code="a">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 analogies from physics that illuminate the reasoning.</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Futures</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Yield curve</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Economic aspects</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Analysis</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Fixed income securities</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Yield</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Fixed incomes</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Studies</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Portfolio management</subfield></datafield><datafield tag="700" ind1="0" ind2=" "><subfield code="a">Riccardo Rebonato</subfield><subfield code="4">oth</subfield></datafield><datafield tag="773" ind1="0" ind2="8"><subfield code="i">Enthalten in</subfield><subfield code="t">The journal of fixed income</subfield><subfield code="d">London : IPR Journals, 1991</subfield><subfield code="g">24(2015), 3, Seite 30-38</subfield><subfield code="w">(DE-627)170850188</subfield><subfield code="w">(DE-600)1116103-6</subfield><subfield code="w">(DE-576)032733518</subfield><subfield code="x">1059-8596</subfield><subfield code="7">nnns</subfield></datafield><datafield tag="773" ind1="1" ind2="8"><subfield code="g">volume:24</subfield><subfield code="g">year:2015</subfield><subfield code="g">number:3</subfield><subfield code="g">pages:30-38</subfield></datafield><datafield tag="856" ind1="4" ind2="1"><subfield code="u">http://dx.doi.org/10.3905/jfi.2014.24.3.030</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="856" ind1="4" ind2="2"><subfield code="u">http://search.proquest.com/docview/1646328511</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_USEFLAG_A</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">SYSFLAG_A</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_OLC</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">SSG-OLC-WIW</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_26</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_40</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_130</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_2002</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_2014</subfield></datafield><datafield tag="936" ind1="b" ind2="k"><subfield code="a">83.00</subfield><subfield code="q">AVZ</subfield></datafield><datafield tag="951" ind1=" " ind2=" "><subfield code="a">AR</subfield></datafield><datafield tag="952" ind1=" " ind2=" "><subfield code="d">24</subfield><subfield code="j">2015</subfield><subfield code="e">3</subfield><subfield code="h">30-38</subfield></datafield></record></collection>
|
score |
7.4006166 |