Building curves on a good basis
Year of publication: |
2013
|
---|---|
Authors: | Chibane, Messaoud ; Selvaraj, Jayaprakash ; Sheldon, Guy |
Published in: |
Interest rate modelling after the financial crisis. - London : Risk Books, ISBN 978-1-906348-93-9. - 2013, p. 283-310
|
Subject: | Zinsstruktur | Yield curve | Zinsderivat | Interest rate derivative | Währungsderivat | Currency derivative | Bootstrap-Verfahren | Bootstrap approach | Methodologie | Methodology |
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