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Su Yunpeng

School

College of Management and Economics

Professional Title

Associate professor

Discipline

Accounting and Financial Management

Other Contact Information

Selected Papers

Current position: Personal Profile > Academic Achievements > Selected Papers

Empirical Comparison of the Dynamic Interest Rate Term Structure Models in China's Interbank Bond Market

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Journal:Systems Engineering

All the Authors:PAN Xiujuan, YANG Baochen, SU Yunpeng

First Author:PAN Xiujuan

Correspondence Author:SU Yunpeng

Volume:32

Issue:10

Page Number:30-37

Translation or Not:no

CN No.:null

Pre One:Stochastic Duration-Matching Immunization: A Nonparametric Method

Next One:Interest Rate Risk Measure model under the Multi-Factor HJM Framework

Address: No. 92, Weijin Road, Nankai District, Tianjin Zip Code: 300072

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