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Here, all the models use cross-sectional price data of GBs and CBs with their associated attributes at each time to obtain such empirically important results as TSIRs or TSDPsDefault Probability (DP)term structure of default probabilities (TSDP) among others.

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Pricing Government Bonds and Yield Curves Via K Models

  • 章节

  • 发表日期：

    2025年

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  • Takeaki Kariya,
  • Yoshiro Yamamura

摘要

Here, all the models use cross-sectional price data of GBs and CBs with their associated attributes at each time to obtain such empirically important results as TSIRs or TSDPsDefault Probability (DP)term structure of default probabilities (TSDP) among others.