Measurement of interest rates using a convex optimization model
Jörgen Blomvall
| Year of publication: |
1 January 2017
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| Authors: | Blomvall, Jörgen |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 256.2017, 1 (1.1.), p. 308-316
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| Subject: | Finance | OR in banking | Forward rate | Term structure | Non-linear optimization | Zinsstruktur | Yield curve | Theorie | Theory | Zins | Interest rate | Zinsderivat | Interest rate derivative | Mathematische Optimierung | Mathematical programming |
| Type of publication: | Article |
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| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ejor.2016.05.053 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011611272