An estimation model for the term structure of yield spread (Q1415431)
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scientific article; zbMATH DE number 2012848
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An estimation model for the term structure of yield spread |
scientific article; zbMATH DE number 2012848 |
Statements
An estimation model for the term structure of yield spread (English)
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4 December 2003
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automatic differentiation
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nonlinear programming
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transition matrix of credit-rating class
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