NOTE ON THE SMITH–WILSON INTEREST RATE CURVE

DOI10.1142/S0219024916500394zbMath1396.91781MaRDI QIDQ2836215

Florian Gach

Publication date: 8 December 2016

Published in: International Journal of Theoretical and Applied Finance (Search for Journal in Brave)

zbMATH Keywords

interest rate term structureSmith-WilsonEIOPA curveultimate forward rate

Mathematics Subject Classification ID

Interest rates, asset pricing, etc. (stochastic models) (91G30)

Cites Work

• Unnamed Item
• Unnamed Item

This page was built for publication: NOTE ON THE SMITH–WILSON INTEREST RATE CURVE