Modeling the yield curve of Burundian bond market by parametric models

The term structure of interest rates (yield curve) is a critical facet of financial analytics, impacting various investment and risk management decisions. It is used by the central bank to conduct and monitor its monetary policy. That instrument reflects the anticipation of inflation and the risk by...

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Hauptverfasser:	Ntawiratsa, Rédempteur, Niyukuri, David, Irakoze, Irène, Nkurunziza, Menus
Format:	Artikel
Sprache:	eng
Schlagworte:	Quantitative Finance - General Finance
Online-Zugang:	Volltext bestellen
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