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Bond Bootstrapping Approach
Author(s):
Tim Xiao
(see profile)
Date:
2022
Group(s):
Business Management
Subject(s):
Derivative securities
,
Assets (Accounting)--Valuation
Item Type:
Essay
Tag(s):
bond curve construction
,
curve bootstrapping
Search term matches:
Tag
...
curve
bootstrapping
...
Basis Curve Introduction
Author(s):
Tim Xiao
(see profile)
Date:
2021
Group(s):
Business Management
Subject(s):
Economics
Item Type:
Presentation
Tag(s):
basis curve
,
curve construction
,
curve bootstrapping
,
zero rate curve
Search term matches:
Tag
...
curve
bootstrapping
...
Full Text
... interpolation algorithms in
curve
bootstrapping
are linear, log-linear and cubic spline. ▪ The selected ...
Zero Rate Curve Bootstrapping
Author(s):
Tim Xiao
(see profile)
Date:
2021
Group(s):
Business Management
Subject(s):
Economics
Item Type:
Presentation
Tag(s):
zero rate curve
,
yield curve
,
interest rate curve
,
curve construction
,
curve bootstrapping
Search term matches:
Title
... Zero Rate
Curve
Bootstrapping
...
Tag
...
curve
bootstrapping
...
Full Text
... interpolation algorithms in
curve
bootstrapping
are linear, log-linear and cubic spline. ▪ The selected ...
Yield Curve Introduction
Author(s):
Tim Xiao
(see profile)
Date:
2020
Group(s):
Business Management
Subject(s):
Economics
Item Type:
Presentation
Tag(s):
yield curve
,
zero rate curve
,
yield curve construction
,
yield curve bootstrap
Search term matches:
Tag
... yield
curve
bootstrap
...
Full Text
... interpolation algorithms in
curve
bootstrapping
are linear, log-linear and cubic spline. ▪ The selected ...
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