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 |
Downloads
Downloads per month over past year
Repository Staff Only
 |
View Item |
