Review on Term Structure
Available Online April 2016.
- https://doi.org/10.2991/emim-16.2016.261How to use a DOI?
- Term structure; N factors; Affine model
- 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.
- 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 -