Fitting the term structure of interest rates using the cubic spline methodology
Rod Pienaar; Moorad Choudhry
| Year of publication: |
2002
|
|---|---|
| Authors: | Pienaar, Rod ; Choudhry, Moorad |
| Published in: |
Interest rate, term structure, and valuation modeling. - Hoboken, N.J. : Wiley, ISBN 0-471-22094-9. - 2002, p. 157-185
|
| Subject: | Zinsstruktur | Yield curve | Theorie | Theory |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Language: | English |
| Notes: | Literaturangaben |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001734174