Bootstrapping Solution For Level I CFA® Bootstrapping is a - TopicsExpress



          

Bootstrapping Solution For Level I CFA® Bootstrapping is a method for constructing a zero-couponyield curve from the prices of a set of coupon-bearing products.As you may know Treasury bills offered by the government are not available for every time period hence the bootstrapping method is used mainly to fill in the missing figures in order to derive the yield curve. The bootstrapping method uses interpolation to determine the yields for Treasury zero-coupon securities with various maturitie
Posted on: Mon, 16 Jun 2014 13:27:00 +0000

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