Sökning: "Marcel Ndengo Rugengamanzi"
Hittade 1 avhandling innehållade orden Marcel Ndengo Rugengamanzi.
1. Term structure estimation based on a generalized optimization framework
Sammanfattning : The current work is devoted to estimating the term structure of interest rates based on a generalized optimization framework. To x the ideas of the subject, we introduce representations of the term structure as they are used in nance: yield curve, discount curve and forward rate curve. LÄS MER
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