Principal-Component-Based Gaussian Affine Term Structure Models: Constraints and Their Financial Implications
International Journal of Theoretical and Applied Finance, Vol. 24 N° 7 pp. 1 - 36, March 2020
International Journal of Theoretical and Applied Finance, Vol. 24 N° 7 pp. 1 - 36, March 2020
| Type: | Academic publication |
|---|---|
| Date: | le 01/03/2020 |
| Research Cluster : | Finance |
| Source : | International Journal of Theoretical and Applied Finance |
See Also
About EDHEC
Operating from campuses in Lille, Nice, Paris, London and Singapore, EDHEC is one of the top 15 European business schools. Fully international and directly connected to the business world, EDHEC is a school for business, rather than a business school, where excellence in teaching and research focuses on innovation to stimulate entrepreneurship and creativity. EDHEC functions as a genuine laboratory of ideas and produces innovative solutions valued by businesses. The School’s teaching philosophy, inspired by its award-winning research activities, focuses on “learning by doing”.
