Browsing Strathmore Institute of Mathematical Sciences (SIMs) by Subject "Arbitrage Opportunity."
Now showing items 1-1 of 1
-
Construction of a zero-coupon yield curve for the Nairobi Securities Exchange and its application in pricing derivatives
(Strathmore University, 2017)Yield curves are used to forecast interest rates for different products when their risk parameters are known, to calibrate no-arbitrage term structure models, and (mostly by investors) to detect whether there is arbitrage ...