Fourier estimation method applied to forward interest rates (Q2843201)
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scientific article; zbMATH DE number 6197368
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| English | Fourier estimation method applied to forward interest rates |
scientific article; zbMATH DE number 6197368 |
Statements
Fourier estimation method applied to forward interest rates (English)
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9 August 2013
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term structure of interest rates
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principal component analysis
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Fourier series method
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