![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 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](https://www.pdfsearch.io/img/84e569484542a6404424d67c4b24d5a6.jpg) Date: 2011-12-21 02:38:43Finance 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 InsuranceAdd to Reading ListSource URL: www.hse.ruDownload Document from Source Website File Size: 811,42 KBShare Document on Facebook
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