A hybrid spline-based parametric model for the yield curve (Q1657153)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: A hybrid spline-based parametric model for the yield curve |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A hybrid spline-based parametric model for the yield curve |
scientific article |
Statements
A hybrid spline-based parametric model for the yield curve (English)
0 references
13 August 2018
0 references
spline models
0 references
exponential term structure models
0 references
curve fitting
0 references
risk management
0 references
price index
0 references
0 references
