Open AccessYield Curve Smoothing and Residual Variance of Fixed Income Positions
Author(s) -
Raphaël Douady
Publication year - 2001
Publication title -
ssrn electronic journal
Language(s) - English
Resource type - Journals
ISSN - 1556-5068
DOI - 10.2139/ssrn.1526725
Subject(s) - yield curve , mathematics , variance (accounting) , residual , overfitting , arbitrage , forward rate , gaussian , smoothing , econometrics , interest rate , economics , statistics , algorithm , computer science , financial economics , finance , physics , accounting , quantum mechanics , machine learning , artificial neural network
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