Estimation de la structure des taux par le simplexe et le lissage des taux forward
P. Roger ; N. Rossiensky
| Year of publication: |
1995
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|---|---|
| Authors: | Roger, Patrick ; Rossiensky, Nathalie |
| Published in: |
Finance : revue de l'Association Française de Finance. - Paris : Presses Universitaires de France, ISSN 0752-6180, ZDB-ID 6147963. - Vol. 16.1995, 1, p. 137-162
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| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Language: | French |
| Notes: | Estimating the term structure of interest rates |
| Source: |
Persistent link: https://www.econbiz.de/10009918790