About: Affine term structure model

An Entity of Type: Thing, from Named Graph: http://dbpedia.org, within Data Space: dbpedia.org

unknown

Property	Value
dbo:wikiPageWikiLink	dbr:Financial_model dbr:Bond_market dbr:Vasicek_model dbr:Conditional_expectation dbc:Short-rate_models dbc:Stochastic_models dbr:Stochastic_differential_equation dbr:Oxford_University_Press dbr:Short-rate_model dbr:Zero-coupon_bond dbr:Feynman–Kac_formula dbr:Risk-neutral_measure dbr:Yield_curve dbr:Covariance_matrix dbr:Partial_differential_equation dbr:Ornstein–Uhlenbeck_process dbr:Matrix_exponential dbr:Itô's_lemma dbc:Mathematical_and_quantitative_methods_(economics) dbc:Financial_models dbc:Mathematical_finance dbc:Fixed_income_analysis dbc:Interest_rates dbr:Latent_variable dbr:Arbitrage-free dbr:Spot_rate dbr:Term_structure_equation
dbp:wikiPageUsesTemplate	dbt:Cite_book dbt:Expert-subject
dct:subject	dbc:Short-rate_models dbc:Stochastic_models dbc:Mathematical_and_quantitative_methods_(economics) dbc:Financial_models dbc:Mathematical_finance dbc:Fixed_income_analysis dbc:Interest_rates
gold:hypernym	dbr:Model
rdfs:label	Affine term structure model (en)
owl:sameAs	freebase:Affine term structure model yago-res:Affine term structure model wikidata:Affine term structure model dbpedia-global:Affine term structure model
prov:wasDerivedFrom	wikipedia-en:Affine_term_structure_model?oldid=1296438938&ns=0
foaf:isPrimaryTopicOf	wikipedia-en:Affine_term_structure_model
is dbo:wikiPageRedirects of	dbr:Affine_process
is dbo:wikiPageWikiLink of	dbr:Vasicek_model dbr:List_of_named_differential_equations dbr:Affine_process
is foaf:primaryTopic of	wikipedia-en:Affine_term_structure_model

This content was extracted from Wikipedia and is licensed under the Creative Commons Attribution-ShareAlike 4.0 International