Review on Term Structure

DOI

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.

Copyright

© 2016, the Authors. Published by Atlantis Press.

Open Access

This is an open access article distributed under the CC BY-NC license (http://creativecommons.org/licenses/by-nc/4.0/).

Download article (PDF)

TY  - CONF
AU  - Jiemin Huang
PY  - 2016/04
DA  - 2016/04
TI  - Review on Term Structure
BT  - Proceedings of the 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  - 10.2991/emim-16.2016.261
ID  - Huang2016/04
ER  -