Construction of nominal yield curve for Nairobi securities exchange : an improvement on monotone preserving r(t)t interpolation method
Year of publication: |
November 2015
|
---|---|
Authors: | Muthoni, Lucy ; Onyango, Silas ; Ongati, Omolo |
Published in: |
Journal of mathematical finance. - [S.l.] : Scientific Research, ISSN 2162-2434, ZDB-ID 2657377-5. - Vol. 5.2015, 4, p. 377-392
|
Subject: | Yield Curves | Interpolation Methods | Nairobi Securities Exchange | Zinsstruktur | Yield curve |
-
Muthoni, Lucy, (2015)
-
Randomised mixture models for pricing kernels
Macrina, Andrea, (2014)
-
Asset-liability management with ultra-low interest rates
Grossman, Richard S., (2015)
- More ...
-
Muthoni, Lucy, (2015)
-
Causality between current account and budget deficits in Kenya
Nyongesa, Destaings Nyenyi, (2009)
-
Causality between current account and budget deficits in Kenya
Nyongesa, Destaings Nyenyi, (2009)
- More ...