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Autores principales: Celary, Andreas, Krühner, Paul, Eksi, Zehra
Formato: Preprint
Publicado: 2025
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Acceso en línea:https://arxiv.org/abs/2506.03342
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author Celary, Andreas
Krühner, Paul
Eksi, Zehra
author_facet Celary, Andreas
Krühner, Paul
Eksi, Zehra
contents We consider the theory of bond discounts, defined as the difference between the terminal payoff of the contract and its current price. Working in the setting of finite-dimensional realizations in the HJM framework, under suitable notions of no-arbitrage, the admissible discount curves take the form of polynomial, exponential functions. We introduce reproducing kernels that are admissible under no-arbitrage as a tractable regression basis for the estimation problem in calibrating the model to market data. We provide a thorough numerical analysis using real-world treasury data.
format Preprint
id arxiv_https___arxiv_org_abs_2506_03342
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Reproducing kernel Hilbert space methods for modelling the discount curve
Celary, Andreas
Krühner, Paul
Eksi, Zehra
Mathematical Finance
We consider the theory of bond discounts, defined as the difference between the terminal payoff of the contract and its current price. Working in the setting of finite-dimensional realizations in the HJM framework, under suitable notions of no-arbitrage, the admissible discount curves take the form of polynomial, exponential functions. We introduce reproducing kernels that are admissible under no-arbitrage as a tractable regression basis for the estimation problem in calibrating the model to market data. We provide a thorough numerical analysis using real-world treasury data.
title Reproducing kernel Hilbert space methods for modelling the discount curve
topic Mathematical Finance
url https://arxiv.org/abs/2506.03342