Proceedings of the 6th International Conference on Electronic, Mechanical, Information and Management Society

Review on Term Structure

Authors
Jiemin Huang
Corresponding Author
Jiemin Huang
Available Online April 2016.
DOI
https://doi.org/10.2991/emim-16.2016.261How to use a DOI?
Keywords
Term structure; N factors; Affine model
Abstract
Domestic and foreign scholars on corporate bonds affine term structure models with varying degrees of research, the results is very rich. We can predict bond forward rates for Treasury bonds, the current yield term structure includes information of long-term maturity structure. For example, if a bond yield curve is steeper than usual, the long maturity bond yields will be reduced over time. This prediction depends only on the relationship between the yield time series behavior, it can extract more information from the current term structure, improve prediction. Research abroad Interest Rate Term Structure affine model are as follows.
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Proceedings
6th International Conference on Electronic, Mechanical, Information and Management Society
Part of series
Advances in Computer Science Research
Publication Date
April 2016
ISBN
978-94-6252-176-6
ISSN
2352-538X
DOI
https://doi.org/10.2991/emim-16.2016.261How to use a DOI?
Open Access
This is an open access article distributed under the CC BY-NC license.

Cite this article

TY  - CONF
AU  - Jiemin Huang
PY  - 2016/04
DA  - 2016/04
TI  - Review on Term Structure
BT  - 6th International Conference on Electronic, Mechanical, Information and Management Society
PB  - Atlantis Press
SP  - 1278
EP  - 1281
SN  - 2352-538X
UR  - https://doi.org/10.2991/emim-16.2016.261
DO  - https://doi.org/10.2991/emim-16.2016.261
ID  - Huang2016/04
ER  -