Open main menu
Home
Random
Recent changes
Special pages
Community portal
Preferences
About Wikipedia
Disclaimers
Incubator escapee wiki
Search
User menu
Talk
Dark mode
Contributions
Create account
Log in
Editing
Yield curve
(section)
Warning:
You are not logged in. Your IP address will be publicly visible if you make any edits. If you
log in
or
create an account
, your edits will be attributed to your username, along with other benefits.
Anti-spam check. Do
not
fill this in!
===Articles=== * Ruben D Cohen (2006) "A VaR-Based Model for the Yield Curve [http://rdcohen.50megs.com/YieldCurveabstract.htm [download]]" ''Wilmott Magazine'', May Issue. *{{cite book | author = Lin Chen |year= 1996 | title= Stochastic Mean and Stochastic Volatility β A Three-Factor Model of the Term Structure of Interest Rates and Its Application to the Pricing of Interest Rate Derivatives | publisher= Blackwell Publishers}} * Paul F. Cwik (2005) "The Inverted Yield Curve and the Economic Downturn [https://nppe.eu/journal/article/view/5/5 [download]]" ''New Perspectives on Political Economy'', Volume 1, Number 1, 2005, pp. 1β37. * Roger J.-B. Wets, Stephen W. Bianchi, "Term and Volatility Structures" in {{cite book | title=Handbook of Asset and Liability Management, Volume 1 |author1=Stavros A. Zenios |author2=William T. Ziemba |name-list-style=amp | publisher = North-Holland | year = 2006 | isbn=978-0-444-50875-1}} *{{cite journal |last=Hagan | first= P. |author2=West, G. |date=June 2006|title= Interpolation Methods for Curve Construction |journal= Applied Mathematical Finance | volume= 13|issue= 2|pages= 89β129|url= http://www.finmod.co.za/Hagan_West_curves_AMF.pdf|doi=10.1080/13504860500396032|citeseerx= 10.1.1.529.9594| s2cid= 17232942 }} *Rise in Rates Jolts Markets β Fed's Effort to Revive Economy Is Complicated by Fresh Jump in Borrowing Costs author = Liz Rappaport. Wall Street Journal. May 28, 2009. p. A.1
Edit summary
(Briefly describe your changes)
By publishing changes, you agree to the
Terms of Use
, and you irrevocably agree to release your contribution under the
CC BY-SA 4.0 License
and the
GFDL
. You agree that a hyperlink or URL is sufficient attribution under the Creative Commons license.
Cancel
Editing help
(opens in new window)