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Du Preez, Paul Fourie
In this dissertation we survey a variety of methods for constructing zero-coupon yield curves. We show that, when accuracy is of the utmost importance, the bootstrap described by Hagan and West (2006), Smit (2000), and Daeves and Parlar (2000) provid
Externí odkaz:
http://hdl.handle.net/2263/25882
http://upetd.up.ac.za/thesis/available/etd-06262012-161357/
http://upetd.up.ac.za/thesis/available/etd-06262012-161357/
