On the estimation of smooth forward rate curves from a finite number of observations: A comment (Q2563880)
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scientific article; zbMATH DE number 960866
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| English | On the estimation of smooth forward rate curves from a finite number of observations: A comment |
scientific article; zbMATH DE number 960866 |
Statements
On the estimation of smooth forward rate curves from a finite number of observations: A comment (English)
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6 January 1997
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forward rate curve
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yield-to-maturity
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spline functions in Hilbert spaces
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0.781710147857666
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0.7755070328712463
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0.7659916281700134
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0.7584050297737122
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