Toggle navigation
PDFSEARCH.IO
Document Search Engine - browse more than 18 million documents
Sign up
Sign in
Back to Results
First Page
Meta Content
View Document Preview and Link
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
Document Date: 2011-12-21 02:38:43
Open Document
File Size: 811,42 KB
Share Result on Facebook
City
Moscow /
/
Country
Russia /
/
Organization
Insurance Financial Engineering and Risk Management Lab Higher School of Economics /
Arbitrage-Free /
Realistic and Practical Victor Lapshin Department of Risk Management and Insurance Financial Engineering /
/
Position
General /
/
SocialTag
Finance
Financial economics
Mathematical finance
Statistical inference
Interest rates
Yield curve
Non-parametric statistics
Bootstrapping
Heath–Jarrow–Morton framework
Fixed income analysis