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Economics

University at Albany, State University of New York

Theses/Dissertations

2014

Affine Model

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Geometric Information Of Yield Curve, Unspanned Stochastic Volatility, And Affine Heath-Jarrow-Morton Models, Qingbin Wang Jan 2014

Geometric Information Of Yield Curve, Unspanned Stochastic Volatility, And Affine Heath-Jarrow-Morton Models, Qingbin Wang

Legacy Theses & Dissertations (2009 - 2024)

The differences between the daily routine of fitting the yield curve (or equivalently, the forward rate curve) and the dynamic

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