Simulating term structure of interest rates with arbitrary marginals

Mathematics

• Arbitrary 30%
• Curve 18%
• Decision Model 20%
• Dynamic Model 15%
• Economics 26%
• Entire 12%
• Interest Rates 74%
• Leptokurtic 22%
• Logarithm 14%
• Model 9%
• Path 10%
• Postulate 17%
• Scenarios 13%
• Simulation Model 17%
• Term Structure 21%
• Term Structure of Interest Rates 100%
• Uncertainty 12%
• Vector Autoregression 23%

Business & Economics

• Decision Model 14%
• Economic Factors 27%
• Empirical Data 13%
• Interest Rates 85%
• Scenarios 9%
• Simulation Model 14%
• Term Structure 15%
• Term Structure of Interest Rates 71%
• Uncertainty 8%
• Vector Autoregression 28%
• Yield Curve 34%