Concepedia

Concept

interest rate modeling

Parents

264

Publications

26.7K

Citations

464

Authors

296

Institutions

About

Interest rate modeling is the development and application of mathematical and statistical frameworks to describe, predict, and analyze the dynamic behavior of interest rates, including their term structure and volatility, over time. This field investigates the underlying stochastic processes driving interest rate movements and their implications for the valuation of fixed-income securities, risk management, and financial market analysis.

Top Authors

Rankings shown are based on concept H-Index.

RJ

University of Calgary

GO

University of Bari Aldo Moro

RN

University of Copenhagen

XM

University of Strathclyde

LA

Delft University of Technology

Top Institutions

Rankings shown are based on concept H-Index.

Columbia University

New York, United States

Princeton University

Princeton, United States

University of Strathclyde

Glasgow, United Kingdom

University of Calgary

Calgary, Canada

Heriot-Watt University

Edinburgh, United Kingdom