Matrix Theory Application in the Bootstrapping Method for the Term Structure of Interest Rates
Year of publication: |
2010
|
---|---|
Authors: | Glova, Jozef |
Published in: |
Economic Analysis. - Institut Ekonomskih Nauka, ISSN 1821-2573. - Vol. 43.2010, 1-2, p. 44-49
|
Publisher: |
Institut Ekonomskih Nauka |
Subject: | Yield curve | interest rate term structure analysis | bootstrapping method |
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