A generalized bootstrap method to determine the yield curve

Author: Deaves Richard   Parlar Mahmut  

Publisher: Routledge Ltd

ISSN: 1466-4313

Source: Applied Mathematical Finance, Vol.7, Iss.4, 2000-12, pp. : 257-270

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract