Financial Analytics: Science and Experience

Abstracting and Indexing

РИНЦ
Referativny Zhurnal VINITI RAS
Worldcat
Google Scholar

Online available

Eastview
eLIBRARY.RU
Biblioclub

Home

Journals

Financial Analytics: Science and Experience

12(54) - 2011 March

About short-term non-linear interest rate

Vol. 4, Iss. 12, MARCH 2011

Available online: 23 March 2011

Subject Heading: INVESTMENTS

JEL Classification:

Kritsky O.L. the candidate of physical and mathematical sciences, the senior lecturer, National research Tomsk polytechnical university
olegkol@tpu.ru

Trjasuchev P.V. the assistant to chair of higher mathematics and the mathematical physics, National research Tomsk polytechnical university
olegkol@tpu.ru

Proposed methodology for the evaluation function of nonlinear interest rate expected returns. Comparison with known nonparametric methods, based on its smooth curve approximation with various nuclear options. Carried out numerical calculations of rates for various companies on intraday quotes.

Keywords: nonlinear rate, expected profitableness, asymptotic method, nuclear estimation, method Jackknife

View all articles of issue

ISSN 2311-8768 (Online)
ISSN 2073-4484 (Print)

Journal current issue

Vol. 17, Iss. 1

March 2024