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Talay, Denis's
Scholarly Papers
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Total Downloads
2,694 |
Total
Citations
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1.
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Modeling the Term Structure of Interest Rates: A Review of the Literature
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Gibson , Rajna Swiss Finance Institute Lhabitant, Francois Kedge Capital Fund Management Talay, Denis French National Institute for Research in Computer Science and Control (INRIA)
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Posted:
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23 Jul 01
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Last Revised:
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29 Feb 12
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2,357
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Gibson , Rajna Swiss Finance Institute Lhabitant, Francois Kedge Capital Fund Management Talay, Denis French National Institute for Research in Computer Science and Control (INRIA)
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term structure, interest rates, continuous-time models
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Lhabitant, Francois Kedge Capital Fund Management Gibson , Rajna Swiss Finance Institute Talay, Denis French National Institute for Research in Computer Science and Control (INRIA)
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2,357
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Interest rates, term structure models
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2.
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Lhabitant, Francois Kedge Capital Fund Management Bossy, Mireille Institut National de Recherche en Informatique et Automatique (INRIA) Gibson , Rajna Swiss Finance Institute Talay, Denis French National Institute for Research in Computer Science and Control (INRIA) Pistre, Nathalie National Institute of Statistics and Economic Studies (INSEE) - National School for Statistical and Economic Administration (ENSAE)
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model risk, interest rate risk, Heath-Jarrow-Morton
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Talay, Denis French National Institute for Research in Computer Science and Control (INRIA) Zheng, Ziyu Morgan Stanley
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Records 1 -
3
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