Consistent re-calibration in yield curve modeling: An example
dc.contributor.author
Wüthrich, Mario V.
dc.contributor.editor
Huynh, Van-Nam
dc.contributor.editor
Kreinovich, Vladik
dc.contributor.editor
Sriboonchitta, Songsak
dc.date.accessioned
2017-06-11T23:14:09Z
dc.date.available
2017-06-11T23:14:09Z
dc.date.issued
2016
dc.identifier.isbn
978-3-319-27283-2
dc.identifier.isbn
978-3-319-27284-9
dc.identifier.issn
1860-9503
dc.identifier.issn
1860-949X
dc.identifier.other
10.1007/978-3-319-27284-9_4
dc.identifier.uri
http://hdl.handle.net/20.500.11850/110610
dc.language.iso
en
dc.publisher
Springer International Publishing
dc.title
Consistent re-calibration in yield curve modeling: An example
dc.type
Book Chapter
ethz.book.title
Causal Inference in Econometrics
ethz.journal.title
Studies in Computational Intelligence
ethz.journal.volume
622
ethz.pages.start
57
ethz.pages.end
82
ethz.notes
Published online 29 December 2015.
ethz.identifier.wos
ethz.identifier.scopus
ethz.identifier.nebis
010600781
ethz.publication.place
Cham
ethz.publication.status
published
ethz.leitzahl
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02000 - Dep. Mathematik / Dep. of Mathematics::02003 - Mathematik Selbständige Professuren::08813 - Wüthrich, Mario Valentin (Tit.-Prof.)
ethz.leitzahl.certified
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02000 - Dep. Mathematik / Dep. of Mathematics::02003 - Mathematik Selbständige Professuren::08813 - Wüthrich, Mario Valentin (Tit.-Prof.)
ethz.date.deposited
2017-06-11T23:14:50Z
ethz.source
ECIT
ethz.identifier.importid
imp593653f7619ed54104
ethz.ecitpid
pub:171849
ethz.eth
yes
ethz.availability
Metadata only
ethz.rosetta.installDate
2017-07-18T17:43:50Z
ethz.rosetta.lastUpdated
2022-03-28T14:33:02Z
ethz.rosetta.versionExported
true
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Book Chapter [9104]