1 - 1 of 1 results (0.36 seconds)
Sort By:
  • Differential Equation Model For Yield Curves
    (and reasonable) values at infinity and zero. See [17]. Reasonable here wil l mean interest rates that ... it will not have a finite value at infinity. See [17]. II Sieqel's t runcated model of yield curves ...

    View Description

    • Authors: Steven Craighead
    • Date: Jan 1992
    • Competency: Technical Skills & Analytical Problem Solving
    • Publication Name: Actuarial Research Clearing House
    • Topics: Modeling & Statistical Methods>Asset modeling; Technology & Applications>Analytics and informatics