How to deform a yield curve : the most likely deformation of a yield curve consistent with subjective views
Year of publication: |
2015
|
---|---|
Authors: | Saroka, Ivan ; Rebonato, Riccardo |
Published in: |
The journal of fixed income. - London : IPR Journals, ISSN 1059-8596, ZDB-ID 1116103-6. - Vol. 24.2015, 3, p. 30-38
|
Subject: | Theorie | Theory | Zinsstruktur | Yield curve |
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