Open AccessA Mixture of Distributions Model for the Term Structure of Interest Rates with an Application to Risk Management
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 , physics , quantum mechanics