E47 - Forecasting and Simulation

Citations 1-2 of 2 total displayed.

Most recent content (1 Apr 2008):

Articles
Identifying Term Structure Volatility from the LIBOR-Swap Curve

Samuel Thompson
Rev. Financ. Stud. 2008; 21: 819-854. [Abstract] [Full text] [PDF]  

Past content (since Jan 2008):

Articles
A Dynamic Model for the Forward Curve

Choong Tze Chua, Dean Foster, Krishna Ramaswamy, and Robert Stine
Rev. Financ. Stud. 2008; 21: 265-310. [Abstract] [Full text] [PDF]