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  • Search: person:"Michalopoulos, Michalis"
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Year of publication
Subject
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Theorie 2 Theory 2 Yield curve 2 Zinsstruktur 2 Estimation 1 Gamtaux method 1 Nelson-Siegel method 1 Rational Chebyshev functions 1 Schätzung 1 Term structure of interest rates 1
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Online availability
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Undetermined 1
Type of publication
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Article 4
Type of publication (narrower categories)
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Article in journal 1 Aufsatz im Buch 1 Aufsatz in Zeitschrift 1 Book section 1
Language
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English 2 Undetermined 2
Author
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Manousopoulos, Polychronis 4 Michalopoulos, Michalis 4
Published in...
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Computational techniques for banking and risk management 1 Decisions in economics and finance : DEF ; a journal of applied mathematics 1 European Journal of Operational Research 1 European journal of operational research : EJOR 1
Source
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ECONIS (ZBW) 2 OLC EcoSci 1 RePEc 1
Showing 1 - 4 of 4
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Term structure of interest rates estimation using rational Chebyshev functions
Manousopoulos, Polychronis; Michalopoulos, Michalis - In: Decisions in economics and finance : DEF ; a journal of … 38 (2015) 2, pp. 119-146
Persistent link: https://www.econbiz.de/10011342204
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On the Nelson-Siegel and Gamtaux yield curve models
Manousopoulos, Polychronis; Michalopoulos, Michalis - In: Computational techniques for banking and risk management, (pp. 51-60). 2013
Persistent link: https://www.econbiz.de/10010199045
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Comparison of non-linear optimization algorithms for yield curve estimation
Manousopoulos, Polychronis; Michalopoulos, Michalis - In: European Journal of Operational Research 192 (2009) 2, pp. 594-602
The yield curve is a very important financial tool used in investment and policy decisions. Its estimation from market data is essentially a non-linear optimization problem. In this paper, we compare a diversity of non-linear optimization algorithms for estimating yield curves based on actual...
Persistent link: https://www.econbiz.de/10005239931
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Comparison of non-linear optimization algorithms for yield curve estimation
Manousopoulos, Polychronis; Michalopoulos, Michalis - In: European journal of operational research : EJOR 192 (2009) 2, pp. 594-602
Persistent link: https://www.econbiz.de/10008161345
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