The Entropic Linkage between Equity and Bond Market Dynamics
An alternative derivation of the yield curve based on entropy or the loss of information as it is communicated through time is introduced. Given this focus on entropy growth in communication the Shannon entropy will be utilized. Additionally, Shannon entropy’s close relationship to the Kullback–Leib...
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| Μορφή: | Άρθρο |
| Γλώσσα: | English |
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MDPI AG
2017-06-01
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| Σειρά: | Entropy |
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| Διαθέσιμο Online: | http://www.mdpi.com/1099-4300/19/6/292 |