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In Chapter 1 , in view of a new data-scientific approach, an overview was made on the K SystemK System of three model classes [A], [B] and [C] for empirically analyzing prices of GBs and CBs together with the conceptual framework of the System, where the modeling concept was described about pricing, yield curve, and default curve.

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Empirical Effectiveness of the KGB Model as JGB and USGB Pricing Models

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  • 发表日期：

    2025年

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  • Takeaki Kariya,
  • Yoshiro Yamamura

摘要

In Chapter 1 , in view of a new data-scientific approach, an overview was made on the K SystemK System of three model classes [A], [B] and [C] for empirically analyzing prices of GBs and CBs together with the conceptual framework of the System, where the modeling concept was described about pricing, yield curve, and default curve.