The Dynamic Term Structure Model

Term Structure Modeling

  1. David Audley PhD1,
  2. Richard Chin2,
  3. Peter C. L. Lin3,
  4. Shrikant Ramamurthy4

Published Online: 15 DEC 2012

DOI: 10.1002/9781118182635.efm0124

Encyclopedia of Financial Models

Encyclopedia of Financial Models

How to Cite

Audley, D., Chin, R., Lin, P. C. L. and Ramamurthy, S. 2012. The Dynamic Term Structure Model. Encyclopedia of Financial Models. .

Author Information

  1. 1

    Senior Lecturer, The Johns Hopkins University

  2. 2

    Investment Manager, New York Life Investments

  3. 3

    PhD Candidate, The Johns Hopkins University

  4. 4

    Consultant, New York, NY

Publication History

  1. Published Online: 15 DEC 2012

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