Sökning: "Abdulhamid Iebesh"

Hittade 1 uppsats innehållade orden Abdulhamid Iebesh.

  1. 1. Interpolation of Yield curves

    Master-uppsats, Mälardalens högskola/Akademin för utbildning, kultur och kommunikation

    Författare :Abdulhamid Iebesh; [2020]
    Nyckelord :Interpolation; Bootstrap; Discount factor; Yield curve;

    Sammanfattning : In this thesis we survey several interpolation methods that are used to construct the yield curves. We also review the bootstrapping and show that the bootstrap is closely connected to the interpolation in the case of bootstrapping yield curve. LÄS MER