scientific article

zbMath1197.91190MaRDI QIDQ3408225

V. G. Medvedev, Ken O. Kortanek

Publication date: 25 February 2010

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

geometric programmingspot interest ratesfixed-income marketsforward rate Cauchy formulainterest rate yield curve

Mathematics Subject Classification ID

Numerical methods (including Monte Carlo methods) (91G60) Interest rates, asset pricing, etc. (stochastic models) (91G30)

Related Items (1)

“Cash Flow Matching: A Risk Management Approach”, Garud Iyengar and Alfred Ka Chun Ma, July, 2009

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