A constrained least square approach to the estimation of the term structure of interest rates (Q1000382)
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scientific article; zbMATH DE number 5503432
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A constrained least square approach to the estimation of the term structure of interest rates |
scientific article; zbMATH DE number 5503432 |
Statements
A constrained least square approach to the estimation of the term structure of interest rates (English)
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6 February 2009
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least square estimation
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nonlinear programming
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forward rate curves
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bond prices
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