A Mixture of Distributions Model for the Term Structure of Interest Rates with an Application to Risk Management | Zendy

Michael R. Jacobs | Zendy; L Bachelier | Zendy; A Baliakin | Zendy; A Egorov | Zendy; H Li | Zendy; D Barnes | Zendy; L Becker | Zendy; F Black | Zendy; R Bliss | Zendy; T Bollerslev | Zendy; P Collin-Dufresne | Zendy; J Cox | Zendy; J Ingersoll | Zendy; S Ross | Zendy; Q Dai | Zendy; K Singleton | Zendy; Z Ding | Zendy; I Dothan | Zendy; D Duffie | Zendy; R Kan | Zendy; G Duffee | Zendy; R Engle | Zendy; R Goldstein | Zendy; D Heath | Zendy; R Jarrow | Zendy; A Morton | Zendy; R Litterman | Zendy; J Scheinkman | Zendy; A Loregian | Zendy; A Meucci | Zendy; T Osborn | Zendy; V Vaghela | Zendy; O Vasicek | Zendy

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A Mixture of Distributions Model for the Term Structure of Interest Rates with an Application to Risk Management

Author(s) -

Michael R. Jacobs,

L Bachelier,

A Baliakin,

A Egorov,

H Li,

D Barnes,

L Becker,

F Black,

R Bliss,

T Bollerslev,

P Collin-Dufresne,

R Goldstein,

J Cox,

J Ingersoll,

S Ross,

Q Dai,

K Singleton,

Z Ding,

R Engle,

I Dothan,

D Duffie,

R Kan,

G Duffee,

R Engle,

R Goldstein,

D Heath,

R Jarrow,

A Morton,

R Litterman,

J Scheinkman,

A Loregian,

A Meucci,

T Osborn,

V Vaghela,

O Vasicek

Publication year - 2017

Publication title -

american research journal of business and management

Language(s) - English

Resource type - Journals

ISSN - 2379-1047

DOI - 10.21694/2379-1047.17001

Subject(s) - term (time) , risk management , yield curve , interest rate risk , econometrics , risk analysis (engineering) , interest rate , business , mathematics , finance , quantum mechanics , physics

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