Publication:4896943
From MaRDI portal
zbMath0853.62093MaRDI QIDQ4896943
Publication date: 7 January 1997
optimization; smoothing; forward rate curve; yield curve; polynomial spline; interbank rates; zero-coupon bond prices
Related Items
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