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Search: subject:"Interest rate curve"
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ECONIS (ZBW)
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Construct Smith-Wilson risk-free interest rate curves with endogenous and positive ultimate forward rates
Zhao, Chaoyi
;
Jia, Zijian
;
Wu, Lan
- In:
Insurance : mathematics and economics
114
(
2024
),
pp. 156-175
Persistent link: https://www.econbiz.de/10015049388
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2
Modelisation et prevision de la courbe des taux zero-coupon pour le developpement de la zone UEMOA
Gbongué, Florent
- In:
Revue économique et monétaire
25
(
2019
),
pp. 32-72
Persistent link: https://www.econbiz.de/10012033126
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3
Amélioration de la méthodologie de construction de la courbe des taux sans risque dans la zone UEMOA
Gbongué, Florent
- In:
Assurances et gestion des risques : revue trimestrielle
86
(
2019
)
3/4
,
pp. 127-164
Persistent link: https://www.econbiz.de/10012213995
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4
Kriging of financial term-structures
Cousin, Areski
;
Maatouk, Hassan
;
Rullière, Didier
- In:
European journal of operational research : EJOR
255
(
2016
)
2
,
pp. 631-648
Persistent link: https://www.econbiz.de/10011532216
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