Term structure extrapolation and asymptotic forward rates (Q282277): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W2188150167
@@ Property / OpenAlex ID: W2188150167 / rank @@
+Normal rank
@@ Property / cites work @@
+Discount curve construction with tension splines
@@ Property / cites work: Discount curve construction with tension splines / rank @@
+Normal rank
@@ Property / cites work @@
+A note on interest rate term structure estimation using tension splines
+Normal rank
@@ Property / cites work @@
+Q5478316
@@ Property / cites work: Q5478316 / rank @@
+Normal rank
@@ Property / cites work @@
+Interpolation Methods for Curve Construction
@@ Property / cites work: Interpolation Methods for Curve Construction / rank @@
+Normal rank
@@ Property / cites work @@
+Pricing Interest-Rate-Derivative Securities
@@ Property / cites work: Pricing Interest-Rate-Derivative Securities / rank @@
+Normal rank
@@ Property / cites work @@
+Properties of splines in tension
@@ Property / cites work: Properties of splines in tension / rank @@
+Normal rank
@@ Property / cites work @@
+An Interpolation Curve Using a Spline in Tension
@@ Property / cites work: An Interpolation Curve Using a Spline in Tension / rank @@
+Normal rank