Open AccessMaximally Smooth Forward Rate Curves for Coupon Bearing Bonds
Author(s) -
Hussain Abusaaq,
Beaumont Paul M.,
Yaniv Jerassy-Etzion
Publication year - 2016
Publication title -
journal of advances in economics and finance
Language(s) - Uncategorized
Resource type - Journals
eISSN - 2519-5999
pISSN - 2519-5980
DOI - 10.22606/jaef.2016.11003
Subject(s) - coupon , bearing (navigation) , bond , forward rate , mathematics , economics , monetary economics , computer science , interest rate , artificial intelligence , finance