Comparison of non-linear optimization algorithms for yield curve estimation
type: Item
instance of: scholarly article
title: Comparison of non-linear optimization algorithms for yield curve estimation
zbMATH Open document ID: 1157.90538
author: Polychronis Manousopoulos
author: Michalis Michalopoulos
published in: European Journal of Operational Research
publication date: 2009-04-08T00:00:00Z
Mathematics Subject Classification ID: 90C30
Mathematics Subject Classification ID: 90B30
zbMATH DE Number: 5541390
zbMATH Keywords: finance
zbMATH Keywords: OR in banking
zbMATH Keywords: non-linear programming
zbMATH Keywords: yield curve
describes a project that uses: Excel
describes a project that uses: fminsearch
MaRDI profile type: Publication
full work available at URL: j.ejor.2007.09.017
OpenAlex ID: W1993042895
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DOI: 10.1016/J.EJOR.2007.09.017
description: scientific article; zbMATH DE number 5541390