haku: @journal_id 586 / yhteensä: 102
viite: 17 / 102
Tekijä: | Roger, P. Rossiensky, N. |
Otsikko: | Estimation de la structure des taux par le simplexe et le lissage des taux de forward |
Lehti: | Finance
1995 : VOL. 16:1, p. 137-162 |
Asiasana: | TERM STRUCTURE OF INTEREST RATES METHODOLOGY |
Kieli: | fre |
Tiivistelmä: | Estimating the term structure of interest rates : simplex algorithm and smoothing methods. Two estimation methods, the first being realized by using the simplex algorithm and the second is aimed to mooth the forward rates curve. |
SCIMA