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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
... bond
curve
construction
...
OIS Curve Construction and OIS Discounting
Author(s):
Tim Xiao
(see profile)
Date:
2021
Group(s):
Business Management
Subject(s):
Economics
Item Type:
Presentation
Tag(s):
ois curve
,
ois discounting
,
ois curve construction
Search term matches:
Title
... OIS
Curve
Construction
and OIS Discounting ...
Tag
... ois
curve
construction
...
Full Text
... OIS
Curve
Construction
and OIS Discounting FinPricing OIS Overnight index swaps (OIS) curves ...
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
construction
...
Full Text
... Interest Rate Basis
Curve
Construction
and Bootstrapping Guide FinPricing Basis Curve ...
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:
Tag
...
curve
construction
...
Full Text
... Summary ▪ Yield Curve Introduction ▪ Yield
Curve
Construction
and Bootstrapping Overview ...
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
construction
...
Full Text
... Summary ▪ Yield Curve Introduction ▪ Yield
Curve
Construction
and Bootstrapping Overview ...
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