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A generalized bootstrap method to determine the yield curve - MaRDI portal

A generalized bootstrap method to determine the yield curve

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Publication:4784304

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DOI10.1080/13504860010021162zbMath1020.91022OpenAlexW2050340147MaRDI QIDQ4784304

Richard Deaves, Mahmut Parlar

Publication date: 10 December 2002

Published in: Applied Mathematical Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/13504860010021162

zbMATH Keywords

yield curve bootstrap methodology symbolic cubic spline interpolation

Mathematics Subject Classification ID

Uses Software

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