Browsing School of Biological, Physical, Mathematics & Actuarial Sciences by Subject "zero coupon yield curves"
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Extraction of zero coupon yield curve for Nairobi securities exchange: finding the best parametric model for East African securities markets
(Science Signpost Publishing, 2015)We seek to construct a zero coupon yield curve (ZCYC) for Nairobi Securities Exchange (NSE). The objective of this paper is to construct a ZCYC that is differentiable at all points and at the same time, produces continuous ...
