Computerised model of zero coupon yield curve derived by bootstrapping
142 p.
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2014
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| Online Access: | http://hdl.handle.net/10356/57742 |
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| Institution: | Nanyang Technological University |
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sg-ntu-dr.10356-577422023-05-19T06:16:15Z Computerised model of zero coupon yield curve derived by bootstrapping Kwee Yi Hong, Ng Hock Beng, Soh Lay Peng Tan Kok Hui Nanyang Business School DRNTU::Business 142 p. Yield Curve had never became more important than it is today. It has now became the most vital tool in financial engineering. With more financial deregulation world wide, yield curve is set to achieve a even greater status. BUSINESS 2014-04-07T10:58:23Z 2014-04-07T10:58:23Z 1997 1997 Final Year Project (FYP) http://hdl.handle.net/10356/57742 Nanyang Technological University application/pdf |
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Nanyang Technological University |
| building |
NTU Library |
| continent |
Asia |
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Singapore Singapore |
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DR-NTU |
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DRNTU::Business |
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DRNTU::Business Kwee Yi Hong, Ng Hock Beng, Soh Lay Peng Computerised model of zero coupon yield curve derived by bootstrapping |
| description |
142 p. |
| author2 |
Tan Kok Hui |
| author_facet |
Tan Kok Hui Kwee Yi Hong, Ng Hock Beng, Soh Lay Peng |
| format |
Final Year Project |
| author |
Kwee Yi Hong, Ng Hock Beng, Soh Lay Peng |
| author_sort |
Kwee Yi Hong, Ng Hock Beng, Soh Lay Peng |
| title |
Computerised model of zero coupon yield curve derived by bootstrapping |
| title_short |
Computerised model of zero coupon yield curve derived by bootstrapping |
| title_full |
Computerised model of zero coupon yield curve derived by bootstrapping |
| title_fullStr |
Computerised model of zero coupon yield curve derived by bootstrapping |
| title_full_unstemmed |
Computerised model of zero coupon yield curve derived by bootstrapping |
| title_sort |
computerised model of zero coupon yield curve derived by bootstrapping |
| publishDate |
2014 |
| url |
http://hdl.handle.net/10356/57742 |
| _version_ |
1770567645103390720 |