Chaotic Analysis on U.S. Treasury Interest Rates

Link
https://www.actuaries.org/AFIR/colloquia/Orlando/Craighead.pdf
Abstract

Uses chaos theory in analysis of interest rates and other assets.

Volume
2
Page
497-536
Year
1994
Categories
Financial and Statistical Methods
Asset and Econometric Modeling
Asset Classes
Financial and Statistical Methods
Asset and Econometric Modeling
Yield Curves
Actuarial Applications and Methodologies
Investments
Publications
AFIR Colloquium
Authors
Steve Craighead