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  • Bond Bootstrapping Approach

    Author(s):
    Tim Xiao (see profile)
    Date:
    2022
    Group(s):
    Business Management
    Subject(s):
    Derivative securities, Assets (Accounting)--Valuation
    Item Type:
    Essay
    Tag(s):
    bond curve construction, curve bootstrapping
    Search term matches:
    Tag
    ... curve bootstrapping ...

  • Basis Curve Introduction

    Author(s):
    Tim Xiao (see profile)
    Date:
    2021
    Group(s):
    Business Management
    Subject(s):
    Economics
    Item Type:
    Presentation
    Tag(s):
    basis curve, curve construction, curve bootstrapping, zero rate curve
    Search term matches:
    Tag
    ... curve bootstrapping ...
    Full Text
    ... interpolation algorithms in curve bootstrapping are linear, log-linear and cubic spline. ▪ The selected ...

  • Zero Rate Curve Bootstrapping

    Author(s):
    Tim Xiao (see profile)
    Date:
    2021
    Group(s):
    Business Management
    Subject(s):
    Economics
    Item Type:
    Presentation
    Tag(s):
    zero rate curve, yield curve, interest rate curve, curve construction, curve bootstrapping
    Search term matches:
    Title
    ... Zero Rate Curve Bootstrapping ...
    Tag
    ... curve bootstrapping ...
    Full Text
    ... interpolation algorithms in curve bootstrapping are linear, log-linear and cubic spline. ▪ The selected ...

  • Yield Curve Introduction

    Author(s):
    Tim Xiao (see profile)
    Date:
    2020
    Group(s):
    Business Management
    Subject(s):
    Economics
    Item Type:
    Presentation
    Tag(s):
    yield curve, zero rate curve, yield curve construction, yield curve bootstrap
    Search term matches:
    Tag
    ... yield curve bootstrap ...
    Full Text
    ... interpolation algorithms in curve bootstrapping are linear, log-linear and cubic spline. ▪ The selected ...

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