Multi-curve Construction (Q4689910)

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scientific article; zbMATH DE number 6959389
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Multi-curve Construction
scientific article; zbMATH DE number 6959389

    Statements

    title
    Multi-curve Construction (English)
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    author
    Christian Fries
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    publication date
    22 October 2018
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    zbMATH DE Number
    6959389
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    zbMATH Keywords
    multi-curve construction
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    interest rate curves
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    interest rate curve interpolation
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    cross-currency curves
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    term structure models
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    OpenAlex ID
    W2557657569
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