FRM: Nonlinear interpolation with Solver to construct yield curve
Bionic Turtle
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FRM: Nonlinear interpolation with Solver to construct yield curve
73 084 просмотра · 18 лет назад
Bionic Turtle
107 тыс. подписчиков
73 084 просмотра · 18 лет назад
Excel's solver tool is a really powerful way to perform nonlinear interpolation. Here I interpolate to build a nonlinear U.S. Treasury yield curve (term structure). For more financial risk videos, visit our website! http://www.bionicturtle.com