Deriving implied risk-free interest rates from bond and CDS...

Optimization and Engineering 2017 / 6 Vol. 18; Iss. 2

Deriving implied risk-free interest rates from bond and CDS quotes: a model-independent approach

Smirnov, Sergey N., Lapshin, Victor A., Kurbangaleev, Marat Z.
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Volume:
18
Language:
english
Journal:
Optimization and Engineering
DOI:
10.1007/s11081-016-9333-2
Date:
June, 2017
File:
PDF, 865 KB
english, 2017
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