A constrained least square approach to the estimation of the term structure of interest rates (Q1000382): Difference between revisions

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Latest revision as of 01:39, 29 June 2024

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A constrained least square approach to the estimation of the term structure of interest rates
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    A constrained least square approach to the estimation of the term structure of interest rates (English)
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    6 February 2009
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    least square estimation
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    nonlinear programming
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    forward rate curves
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    bond prices
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