Issues with the Smith-Wilson method (Q2374100)
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scientific article; zbMATH DE number 6663346
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Issues with the Smith-Wilson method |
scientific article; zbMATH DE number 6663346 |
Statements
Issues with the Smith-Wilson method (English)
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14 December 2016
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Smith-Wilson
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discount curve
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yield curve
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interpolation
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extrapolation
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hedging
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totally positive matrix
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Solvency II
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0.7992995381355286
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0.681692898273468
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0.6697258353233337
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0.6654253602027893
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0.6595954298973083
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