A generalized bootstrap method to determine the yield curve

DOI10.1080/13504860010021162MaRDI QIDQ4784304zbMATH OpenOpenAlexFDO

Authors Richard Deaves, M. Parlar

Publication date 10 December 2002

Published in Applied Mathematical Finance (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/13504860010021162

zbMATH Keywords

yield curvebootstrap methodologysymbolic cubic spline interpolation

Mathematics Subject Classification ID

Recommendations

• Interpolation Methods for Curve Construction
• Yield curve estimation by kernel smoothing methods
• scientific article; zbMATH DE number 1208135
• A note on dual-curve construction: Mr. Crab's bootstrap
• Advances in Neural Networks – ISNN 2005

Cited in

(2)

• A note on dual-curve construction: Mr. Crab's bootstrap
• Testing Distributions of Stochastically Generated Yield Curves

Describes a project that uses

Uses Software

• Maple

This page was built for publication: A generalized bootstrap method to determine the yield curve

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4784304)