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Interpolation / Financial economics / Marketing / Finance / Fixed income market / Yield curve / Spline / Zero-coupon bond / Coupon / Bonds / Economics / Fixed income analysis


Exponentials, Polynomials, and Fourier Series: More Yield Curve Modelling at the Bank of Canada
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Document Date: 2010-11-19 13:11:59


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File Size: 3,86 MB

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Company

G1 Bank / TD Securities / /

Country

Canada / /

Currency

USD / /

Facility

University of Waterloo / University of Western Ontario / /

IndustryTerm

fixed-income finance / bank / fixed-income derivative products / /

Organization

University of Western Ontario / Government of Canada / University of Waterloo / Centre for Advanced Studies / Banque du Canada / Applied Mathematics Department / Bank of Canada / /

Person

Mark Reesor / Scott Gusba / Michel Krieber / Marc Larson / David Jamieson Bolder / Grahame Johnson / Peter Youngman / /

Position

travaux de Fisher / Fisher / /

ProgrammingLanguage

R / /

Region

Western Ontario / /

SocialTag