Interpolation Methods for Curve Construction
From MaRDI portal
Recommendations
- scientific article; zbMATH DE number 2208597
- Constructing interpolation curves by the grid method
- Interpolation on curvilinear schemes
- Parameterization for curve interpolation
- Interpolation and reconstruction of curves and surfaces
- Interpolation for curves of large degree
- scientific article; zbMATH DE number 15417
- On parametrization of interpolating curves
Cites work
- scientific article; zbMATH DE number 1869203 (Why is no real title available?)
- scientific article; zbMATH DE number 236854 (Why is no real title available?)
- A practical guide to splines
- A theory of the term structure of interest rates
- Accurate Monotonicity Preserving Cubic Interpolation
- An equilibrium characterization of the term structure
- Pricing interest-rate-derivative securities
Cited in
(30)- A note on dual-curve construction: Mr. Crab's bootstrap
- On the construction of hourly price forward curves for electricity prices
- Electricity forward curves with thin granularity: theory and empirical evidence in the hourly EPEXspot market
- Negative basis measurement: finding the holy scale
- Digital interpolators for curve plotting
- Direction-consistent tangent vectors for generating interpolation curves
- A Lévy HJM multiple-curve model with application to CVA computation
- Construct Smith-Wilson risk-free interest rate curves with endogenous and positive ultimate forward rates
- Term structure extrapolation and asymptotic forward rates
- Measurement of interest rates using a convex optimization model
- Multi-curve HJM modelling for risk management
- Discount curve construction with tension splines
- Kriging of financial term-structures
- Exact smooth term-structure estimation
- Multi-curve construction. Definition, calibration, implementation and application of rate curves
- An accurate and stable numerical method for option hedge parameters
- A generalized bootstrap method to determine the yield curve
- Issues with the Smith-Wilson method
- DISCOUNT CURVE ESTIMATION BY MONOTONIZING MCCULLOCH SPLINES
- Accelerated computations of sensitivities for xVA*
- Constrained smoothing \(B\)-splines for the term structure of interest rates
- Simulation and evaluation of the distribution of interest rate risk
- Reducing transaction costs for interest rate risk hedging with stochastic programming
- Fitting dynamically consistent forward rate curves: algorithm and comparison
- Pricing CoCos with equity conversion covenant in a distressed market environment
- On deep learning for computing the dynamic initial margin and margin value adjustment
- Valuation of large variable annuity portfolios: Monte Carlo simulation and synthetic datasets
- Arbitrage-free interpolation of the swap curve
- 3d point cloud model of human bio form created by the application of geometric morphometrics and method of anatomical features: human tibia example
- Interpolation of two-dimensional curves with Euler spirals
This page was built for publication: Interpolation Methods for Curve Construction
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3424329)
