scientific article; zbMATH DE number 938655
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Publication:4896943
zbMath0853.62093MaRDI QIDQ4896943
Publication date: 7 January 1997
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
optimizationsmoothingforward rate curveyield curvepolynomial splineinterbank rateszero-coupon bond prices
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Exact Smooth Term-Structure Estimation ⋮ A note on interest rate term structure estimation using tension splines ⋮ On the estimation of smooth forward rate curves from a finite number of observations: A comment
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