Estimation of spot and forward rates from daily observations
Year of publication: |
2005
|
---|---|
Authors: | Eitrheim, Øyvind |
Published in: |
Zero-coupon yield curves : technical documentation. - Basel : Bank for International Settlements, ISBN 92-9131-665-2. - 2005, p. 20-22
|
Subject: | Währungsderivat | Currency derivative | Schätztheorie | Estimation theory | Wechselkurs | Exchange rate |
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