An Infinite-Dimensional Interest Rates Term Structure Model: Arbitrage-Free, Realistic and Practical Victor Lapshin Department of Risk Management and Insurance

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Date: 2011-12-21 02:38:43 Finance Financial economics Mathematical finance Statistical inference Interest rates Yield curve Non-parametric statistics Bootstrapping Heath–Jarrow–Morton framework Fixed income analysis Economics Fixed income market		An Infinite-Dimensional Interest Rates Term Structure Model: Arbitrage-Free, Realistic and Practical Victor Lapshin Department of Risk Management and Insurance Add to Reading List Source URL: www.hse.ru Download Document from Source Website File Size: 811,42 KB Share Document on Facebook

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