Machine learning Gaussian short rate

Dissertação para obtenção do Grau de Doutor em Estatística e Gestão do Risco

Bibliographic Details
Main Author: Sousa, João Beleza Teixeira Seixas e (author)
Format: doctoralThesis
Language:eng
Published: 2014
Subjects:
Short rate
Arbitrage free risk neutral measure
Gaussian processes for machine learning
Calibration
Zero coupon bond
Online Access:http://hdl.handle.net/10362/12230
Country:Portugal
Oai:oai:run.unl.pt:10362/12230

Internet

http://hdl.handle.net/10362/12230

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