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Interest Rate Interpolation—A Brief Excursion
Discount rate curve construction has been a topic of renewed interest following recent changes in financial ... is a key component of curve construction and can be conducted via an assortment of methods. This article ...- Authors: Bruce Rosner, Maya Perelman
- Date: Feb 2022
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Publication Name: The Financial Reporter
- Topics: Finance & Investments; Modeling & Statistical Methods