Exact smooth term-structure estimation (Q4553795)
From MaRDI portal
!
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 6969766
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Exact smooth term-structure estimation |
scientific article; zbMATH DE number 6969766 |
Statements
Exact Smooth Term-Structure Estimation (English)
0 references
31 October 2018
0 references
bootstrap
0 references
discount curve
0 references
forward curve
0 references
splines
0 references
term-structure estimation
0 references
0.804176390171051
0 references
0.8038905262947083
0 references
0.7994970083236694
0 references
0.7934223413467407
0 references
