A Note on Dual-Curve Construction: Mr. Crab’s Bootstrap (Q4682476)
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scientific article; zbMATH DE number 6938622
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Note on Dual-Curve Construction: Mr. Crab’s Bootstrap |
scientific article; zbMATH DE number 6938622 |
Statements
A Note on Dual-Curve Construction: Mr. Crab’s Bootstrap (English)
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18 September 2018
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bootstrap
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dual-curve construction
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STIR futures
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convexity adjustments
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