Search for dissertations about: "dissertations on treasury"

Found 1 swedish dissertation containing the words dissertations on treasury.

2. 1. Term structure estimation based on a generalized optimization framework

   Author : Marcel Ndengo Rugengamanzi; Torbjörn Larsson; Jörgen Blomvall; Kristoffer Hägglöf; Linköpings universitet; []
   Keywords : NATURVETENSKAP; NATURAL SCIENCES;

   Abstract : 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. READ MORE