Economics: Current and Future Developments Volume 1 (2nd Edition)

Economics: Current and Future Developments Volume 1 (2nd Edition)

Interest Rate Modeling for Risk Management: Market Price of Interest Rate Risk (Second Edition)

Indexed in: Book Citation Index, Social Sciences & Humanities.

Interest Rate Modeling for Risk Management presents an economic model which can be used to compare interest rate and perform market risk assessment analyses. The key interest rate model applied in ...
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Appendix B: Principal Component Analysis

Pp. 283-287 (5)

DOI: 10.2174/9781681086897118010015

Author(s): Takashi Yasuoka