Consistent re-calibration in yield curve modeling: An example

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Author
Wüthrich, Mario V.
Date
2016
Type
  • Book Chapter
Publication status
published
External links
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Editor
Huynh, Van-Nam
Kreinovich, Vladik
Sriboonchitta, Songsak
Book title
Causal Inference in Econometrics
Journal / series
Studies in Computational Intelligence
Volume
622
Pages / Article No.
57 - 82
Publisher
Springer International Publishing
Organisational unit
08813 - Wüthrich, Mario Valentin (Tit.-Prof.)  
Notes
Published online 29 December 2015.
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