Interest Rate Calibration and Parameter Estimation of Affine Term Structure Models


Understanding and modelling interest rate term structure models is a challenging topic in financial research. Parameter estimation of affine term structure models is one of the areas that poses a computational challenge in... [ view full abstract ]


  1. Samyukta Venkataramanan (Dublin Institute of Technology)

Topic Areas

Simulation , Stochastic Analysis , Term-Structure Models


PS » Poster Presentations (11:00 - Monday, 16th July)

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