Applying Heath-Jarrow-Morton Model to Forecasting the US Treasury Daily Yield Curve Rates
- Location
-
Deutsche Nationalbibliothek Frankfurt am Main
- Extent
-
Online-Ressource
- Language
-
Englisch
- Bibliographic citation
-
In: Mathematics ; 9 (2021), 2. - 114. - MDPI. - eISSN 2227-7390
- Classification
-
Wirtschaft
- Event
-
Veröffentlichung
- (where)
-
Konstanz
- (who)
-
KOPS Universität Konstanz
- (when)
-
2021
- Creator
-
Maltsev, Valerii
Pokojovy, Michael
- URN
-
urn:nbn:de:bsz:352-2-14zknbtjhlh0w1
- Rights
-
Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Last update
- 15.08.2025, 7:26 AM CEST
Data provider
This object is provided by:
Deutsche Nationalbibliothek. If you have any questions about the object, please contact the data provider.
Deutsche Nationalbibliothek. If you have any questions about the object, please contact the data provider.
Associated
- Maltsev, Valerii
- Pokojovy, Michael
- KOPS Universität Konstanz
Time of origin
- 2021
Other Objects (12)
Consistency problems for Heath-Jarrow-Morton interest rate models
The Heath-Jarrow-Morton approach for modelling stock options
Managing the Treasury yield curve in the 1940s
Intermediary balance sheets and the treasury yield curve
Parallelisierte Bewertung von Zinsderivaten im Modell von Heath-Jarrow-Morton
Valuation of index-linked cash flows in a Heath-Jarrow-Morton framework
Stochastic evolution equations in Banach spaces and applications to the Heath–Jarrow–Morton–Musiela equations
East Treasury
Treasury-Building
Treasury Building
Interest rate uncertainty and the shape of the yield curve of U.S. treasury bonds
Applying a macro-finance yield curve to UK quantitative easing
Consistency problems for Heath-Jarrow-Morton interest rate models
The Heath-Jarrow-Morton approach for modelling stock options
Managing the Treasury yield curve in the 1940s
Intermediary balance sheets and the treasury yield curve
Parallelisierte Bewertung von Zinsderivaten im Modell von Heath-Jarrow-Morton
Valuation of index-linked cash flows in a Heath-Jarrow-Morton framework
Stochastic evolution equations in Banach spaces and applications to the Heath–Jarrow–Morton–Musiela equations
East Treasury
Treasury-Building
Treasury Building
Interest rate uncertainty and the shape of the yield curve of U.S. treasury bonds
Applying a macro-finance yield curve to UK quantitative easing
Consistency problems for Heath-Jarrow-Morton interest rate models
The Heath-Jarrow-Morton approach for modelling stock options
Managing the Treasury yield curve in the 1940s
Intermediary balance sheets and the treasury yield curve
Parallelisierte Bewertung von Zinsderivaten im Modell von Heath-Jarrow-Morton
Valuation of index-linked cash flows in a Heath-Jarrow-Morton framework
Stochastic evolution equations in Banach spaces and applications to the Heath–Jarrow–Morton–Musiela equations
East Treasury
Treasury-Building
Treasury Building
Interest rate uncertainty and the shape of the yield curve of U.S. treasury bonds