Measurement of interest rates using a convex optimization model
Year of publication: |
1 January 2017
|
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Authors: | Blomvall, Jörgen |
Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 256.2017, 1 (1.1.), p. 308-316
|
Subject: | Finance | OR in banking | Forward rate | Term structure | Non-linear optimization | Zinsstruktur | Yield curve | Theorie | Theory |
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