Pages that link to "Item:Q3424329"
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The following pages link to Interpolation Methods for Curve Construction (Q3424329):
Displaying 28 items.
- Valuation of large variable annuity portfolios: Monte Carlo simulation and synthetic datasets (Q140173) (← links)
- Term structure extrapolation and asymptotic forward rates (Q282277) (← links)
- Kriging of financial term-structures (Q323575) (← links)
- Interpolation of two-dimensional curves with Euler spirals (Q390483) (← links)
- Constrained smoothing \(B\)-splines for the term structure of interest rates (Q659234) (← links)
- Discount curve construction with tension splines (Q941730) (← links)
- Digital interpolators for curve plotting (Q1095625) (← links)
- Direction-consistent tangent vectors for generating interpolation curves (Q1624637) (← links)
- Simulation and evaluation of the distribution of interest rate risk (Q1722765) (← links)
- On the construction of hourly price forward curves for electricity prices (Q1722772) (← links)
- Measurement of interest rates using a convex optimization model (Q1752197) (← links)
- Electricity forward curves with thin granularity: theory and empirical evidence in the hourly EPEXspot market (Q1753617) (← links)
- An accurate and stable numerical method for option hedge parameters (Q2148048) (← links)
- Issues with the Smith-Wilson method (Q2374100) (← links)
- Reducing transaction costs for interest rate risk hedging with stochastic programming (Q2672154) (← links)
- DISCOUNT CURVE ESTIMATION BY MONOTONIZING MCCULLOCH SPLINES (Q3527434) (← links)
- ARBITRAGE-FREE INTERPOLATION OF THE SWAP CURVE (Q3655553) (← links)
- Exact Smooth Term-Structure Estimation (Q4553795) (← links)
- Multi-curve HJM modelling for risk management (Q4554439) (← links)
- A Note on Dual-Curve Construction: Mr. Crab’s Bootstrap (Q4682476) (← links)
- A Lévy HJM multiple-curve model with application to CVA computation (Q4683048) (← links)
- Multi-curve Construction (Q4689910) (← links)
- Negative Basis Measurement: Finding the Holy Scale (Q4689919) (← links)
- 3d point cloud model of human bio form created by the application of geometric morphometrics and method of anatomical features: human tibia example (Q5080735) (← links)
- Construct Smith-Wilson risk-free interest rate curves with endogenous and positive ultimate forward rates (Q6152712) (← links)
- Accelerated computations of sensitivities for xVA* (Q6625109) (← links)
- Pricing CoCos with equity conversion covenant in a distressed market environment (Q6649930) (← links)
- Fitting dynamically consistent forward rate curves: algorithm and comparison (Q6649935) (← links)