Cubic spline interpolation in the swap yield curve construction: a theoretical and practical approach

De Angelis, Berardo (A.A. 2017/2018) Cubic spline interpolation in the swap yield curve construction: a theoretical and practical approach. Tesi di Laurea in Mathematical finance, LUISS Guido Carli, relatore Sara Biagini, pp. 95. [Bachelor's Degree Thesis]

Full text for this thesis not available from the repository.

Abstract/Index

Debt instruments. The yield to maturity, the term structure of interest rates and the yield curve. The swap yield curve. The swap yield curve: a practical approach.

References

Bibliografia e sitografia: pp. 92-94.

Thesis Type: Bachelor's Degree Thesis
Institution: LUISS Guido Carli
Degree Program: Bachelor's Degree Programs > Bachelor's Degree Program in Economics and Business, english language (L-33)
Chair: Mathematical finance
Thesis Supervisor: Biagini, Sara
Academic Year: 2017/2018
Session: Summer
Deposited by: Alessandro Perfetti
Date Deposited: 15 Jan 2019 14:28
Last Modified: 15 Jan 2019 14:28
URI: https://tesi.luiss.it/id/eprint/21897

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