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  • Differential Equation Model For Yield Curves
    solutions have yield curve shapes. The paper also examines the relevance of the model with historical monthly ... monthly U. S. Treasury nominal rates. From the Actuarial Research Clearing House 1992 Vol. 1 . Yield ...

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    • 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