Sökning: "Penny Peng Cheng Andersson"
Hittade 1 uppsats innehållade orden Penny Peng Cheng Andersson.
1. Yield curve estimation models with real market data implementation and performance observation
Master-uppsats, Mälardalens högskola/Akademin för utbildning, kultur och kommunikationSammanfattning : It always exists different methods/models to build a yield curve from a set of observed market rates even when the curve completely reproduces the price of the given instruments. To create an accurate and smooth interest rate curve has been a challenging all the time. LÄS MER
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