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Term-Structure Models

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  • Damir Filipovic

    (Ecole Polytechnique)

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Suggested Citation

  • Damir Filipovic, 2009. "Term-Structure Models," Springer Finance, Springer, number 978-3-540-68015-4, October.
    • Handle: RePEc:spr:sprfln:978-3-540-68015-4
    DOI: 10.1007/978-3-540-68015-4
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    Cited by:

    1. David Baños & Marc Lagunas-Merino & Salvador Ortiz-Latorre, 2020. "Variance and Interest Rate Risk in Unit-Linked Insurance Policies," Risks, MDPI, vol. 8(3), pages 1-23, August.
    2. Kristian Buchardt & Thomas Møller, 2018. "Hedging and Cash Flows in the Presence of Taxes and Expenses in Life and Pension Insurance," Risks, MDPI, vol. 6(3), pages 1-25, July.
    3. Oleksandr Castello & Marina Resta, 2022. "Modeling the Yield Curve of BRICS Countries: Parametric vs. Machine Learning Techniques," Risks, MDPI, vol. 10(2), pages 1-18, February.

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