A One-Factor Shifted Squared Gaussian Term Structure Model for Interest Rate Modeling

Journal of Fixed Income, Volume 25, No 3, pp36-45, Winter 2016.

Author(s):

Vincenzo Russo

Journal of Fixed Income, Volume 25, No 3, pp36-45, Winter 2016.

Type: Academic publication
Date: le 01/01/2016
Research Cluster : Finance
Source : Journal of Fixed Income

See Also

EDHEC International BBA' sustainable forum
News
- 29-06-2022
On april, 7th our first sustainable forum was organised on both Nice and Lille campus....
EDHEC Augmented Law Institute and Sopra Steria sign a partnership to develop an agility index for legal departments
News
- 27-06-2022
Over the next 3 months, Sopra Steria's legal teams, who benefit from an advanced...
EDHEC ANNOUNCES THE CREATION OF A CENTRE FOR RESPONSIBLE ENTREPRENEURSHIP
News
- 27-06-2022
EDHEC Business School announced the creation of its Centre for Responsible...
The Economist ranks EDHEC Global MBA among Top 20 worldwide, #4 in Europe
News
- 22-06-2022
The EDHEC Global MBA ranks among the Top 20 best MBAs worldwide and #4 in Europe,...