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) - forward rate , yield curve , coupon , bond , mathematics , interest rate , algorithm , economics , monetary economics , finance
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