Interpolation of Yield curves
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. The most effort is dedicated, in this thesis, on the mo...
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Format: | Others |
Language: | English |
Published: |
Mälardalens högskola, Akademin för utbildning, kultur och kommunikation
2020
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Online Access: | http://urn.kb.se/resolve?urn=urn:nbn:se:mdh:diva-48968 |