Term structure extrapolation and asymptotic forward rates (Q282277)
From MaRDI portal
!
WARNING
This is the item page for this Wikibase entity, intended for internal use and editing purposes.
Please use the normal view instead:
scientific article; zbMATH DE number 6579584
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Term structure extrapolation and asymptotic forward rates |
scientific article; zbMATH DE number 6579584 |
Statements
Term structure extrapolation and asymptotic forward rates (English)
0 references
12 May 2016
0 references
term structure
0 references
extrapolation
0 references
asymptotic forward rates
0 references
Smith-Wilson algorithm
0 references
exponential tension spline
0 references
0.725377082824707
0 references
0.7175023555755615
0 references
0.7175023555755615
0 references
0.7168678045272827
0 references
