Fitting the Yield Curve of Taiwan Government Bonds
碩士 === 長庚大學 === 管理學研究所 === 88 === The purpose of this thesis is to fit the yield curves of Taiwan Government bonds by using Schumaker''s (1983) shape-preserving quadratic spline interpolation. To justify the use of shape-preserving quadratic spline interpolation in curve fitting, we first...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2000
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| Online Access: | http://ndltd.ncl.edu.tw/handle/61461010765735337323 |