Recent Advances in Estimating Term-Structure Models

Keyphrases

• At-risk 33%
• Fixed Income 33%
• Interest Rates 33%
• Mean Reversion 66%
• Model Complexity 33%
• Option Pricing 33%
• Rate of Increase 66%
• Recent Advances 100%
• Regime Switching 33%
• Risk Measurement 33%
• Statistical Techniques 33%
• Stochastic Regime 33%
• Stochastic Volatility 33%
• Switching Components 33%
• Term Structure Models 100%
• Term Structure of Interest Rates 33%
• Unresolved Issues 100%
• Volatility 33%

Economics, Econometrics and Finance

• Mean Reversion 100%
• Pricing 50%
• Regime Switching 50%
• Volatility 100%
• Yield Curve 100%