Multi-curve modelling using trees (Q4689907)
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scientific article; zbMATH DE number 6959387
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Multi-curve modelling using trees |
scientific article; zbMATH DE number 6959387 |
Statements
Multi-curve Modelling Using Trees (English)
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22 October 2018
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OIS
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LIBOR
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interest rate trees
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multi-curve modelling
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0.7605687975883484
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0.7585997581481934
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0.7565643191337585
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0.7553694248199463
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0.7469983696937561
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