ARBITRAGE SMOOTHING IN FITTING A SEQUENCE OF YIELD CURVES (Q3643587)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ARBITRAGE SMOOTHING IN FITTING A SEQUENCE OF YIELD CURVES |
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ARBITRAGE SMOOTHING IN FITTING A SEQUENCE OF YIELD CURVES (English)
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9 November 2009
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yield curve
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absence of arbitrage
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smoothing
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Nelson-Siegel model
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