A hybrid spline-based parametric model for the yield curve (Q1657153)
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scientific article; zbMATH DE number 6916796
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A hybrid spline-based parametric model for the yield curve |
scientific article; zbMATH DE number 6916796 |
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A hybrid spline-based parametric model for the yield curve (English)
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13 August 2018
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spline models
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exponential term structure models
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curve fitting
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risk management
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price index
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