Estimating the term structure with a semiparametric bayesian hierarchical model: An application to corporate bonds

Business & Economics

• Bayesian Hierarchical Model 100%
• Corporate Bonds 70%
• Credit Derivatives 20%
• Credit Rating 16%
• Defaultable Bonds 23%
• Dirichlet Process 24%
• Estimator 24%
• Markov Chain Monte Carlo 18%
• Modeling Methodology 19%
• Probability Model 19%
• Risk Management 11%
• Term Structure 66%
• Term Structure of Interest Rates 18%

Mathematics

• Bayesian Hierarchical Model 89%
• Credit Rating 25%
• Derivative 9%
• Dirichlet Process 19%
• Estimate 7%
• Estimator 18%
• Framework 8%
• Markov Chain Monte Carlo 15%
• Methodology 11%
• Model 15%
• Model-based 13%
• Modeling 10%
• Prior Probability 19%
• Probability Model 17%
• Quantify 15%
• Risk Management 21%
• Term Structure 88%
• Term Structure of Interest Rates 26%