Fitting Discount Curves With Flat Forwards (Chapter 21, Part 1)
Book: Fixed Income Securities: Tools for Today’s Markets | Author: Bruce Tuckman & Angel Serrat | ISBN: 978-0-470-89169-8
Previous: Mortgages, MBS, Prepayments, and OAS (Chapter 20) | Next: Piecewise Quadratics, Locality, and Curve Hedging (Chapter 21, Part 2)