Measurement of interest rates using a convex optimization model (Q1752197)
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scientific article; zbMATH DE number 6872209
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Measurement of interest rates using a convex optimization model |
scientific article; zbMATH DE number 6872209 |
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Measurement of interest rates using a convex optimization model (English)
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24 May 2018
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finance
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OR in banking
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forward rate
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term structure
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nonlinear optimization
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