Yield Curve Fitting with Artificial Intelligence: A Comparison of Standard Fitting Methods with AI Algorithms

Preprint

17 Pages Posted: 21 December, 2017
Dr. Achim Posthaus
Frankfurt School of Finance and Management
Date Written: December 17, 2017

Yield Curve Fitting with Artificial Intelligence: A Comparison of Standard Fitting Methods with Artificial Intelligence Algorithms

Journal of Computational Finance, Volume 22 Number 5, April 2019
23 Pages Posted: 25 March, 2019
Dr. Achim Posthaus
Frankfurt School of Finance and Management
Date Written: March 21, 2019

A Study of the Regulatory Input Parameters in the Granularity Adjustment of the Gordy-Lütkebohmert Model and a New Method to Calibrate Them to Rating Grades

18 Pages Posted: 1 March, 2019
Dr. Achim Posthaus
Frankfurt School of Finance and Management
Date Written: February 19, 2019

Gastbeitrag über Exotische Kreditderivate

Kreditderivate
Handbuch für die Bank- und Anlagepraxis

Artikel aus 1999 erschienen bis einschließlich zur 2. Auflage