In this article, a coupled experimental and numerical method is utilized for characterizing the
elastic–plastic constitutive properties of ductile materials. Three-dimensional digital image …

Статья посвящена выбору подходящей модели для построения срочной структуры
процентных ставок из наиболее популярных: бутстрэпа, различных сплайнов и …

Generating sufficient domestic revenues to finance economic growth has been a critical
hurdle for many African countries and, for decades, foreign capital has complemented …

Can-do options are bespoke option structures listed on Safex and Yield-X. The JSE is the
first exchange in the world to list, trade and clear exotic options. The first exotic was listed on …

The ability to predict ductile failure is considered by an experimental examination of the
failure process, validation exercises to assess predictive ability, and development of a …

Anotace Cílem této práce je posoudit, jaký vliv mají změny úrokových sazeb na ceny akcií
bank v období nízkých úrokových sazeb v porovnání s obdobím vysokých úrokových sazeb …

In this study, four frequently used yield curve construction methods are evaluated on a set of
metrics with the aim of determining which method is most suitable for estimating yield curves …

As a consequence of the 2007 financial crisis, the market has shifted towards a multi-curve
approach in modelling the prevailing interest rate environment. Currently, there is a reliance …

In this paper we describe some new features of the monotone‐preserving cubic spline and
the Hyman monotonicity constraint that is implemented in various spline interpolation …

In this paper we consider the process of interest rate risk management. The yield curve
construction is revisited and emphasis is given to aspects such as input instruments …