Interpolation methods for curve construction
Year of publication: |
2006
|
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Authors: | Hagan, Patrick S. ; West, Graeme |
Published in: |
Applied mathematical finance. - Abingdon : Routledge, Taylor & Francis Group, ISSN 1350-486X, ZDB-ID 1282409-4. - Vol. 13.2006, 2, p. 89-129
|
Subject: | Zinsstruktur | Yield curve | Bootstrap-Verfahren | Bootstrap approach | Theorie | Theory |
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