EpiCurves Publications

Serious Zero-Curves:
Describes the methodology of deriving zero-curves based on Approximation Theory and reviews the limitations of standard BootStrapping. Zero-curves has been implemented at EpiSolutions Inc.

Documentation for Zero Curve (Excel) Add-In and DLL:
Describes the installation and use of theZero Curve (Excel) Add-In and Dynamic-Link Library created by EpiSolutionsInc.

Estimating LIBOR/Swaps Spot-Volatilities:
Describes a new approach based on Approximation Theory for estimationof the Libor term structure of volatility, and the corresponding spot rate volatilities that has been implemented at EpiSolutions Inc.