A Non-parametric Method for Fitting Forward Interest Rate Curve with Maximum Smoothness
碩士 === 國立臺灣大學 === 商學研究所 === 87 === Abstract After Adams & Deventer (1994) showed a model for fitting forward rate curves with the maximum smoothness criterion , Frishling & Yamamura (1996) model also used the maximum smoothness criterion and non-parametric technique to fit forward...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
1999
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/06978438449984112834 |