Fit the Term Structure of Interest Rates Using Chebyshev polynomials Model ：The Case of Taiwanese Government Bonds
碩士 === 國立臺灣科技大學 === 企業管理系 === 89 === Fixed-income analysis, from bond trading to derivatives valuation, are based on the term structure of interest rates. Issues arise as to the methodology for estimating a tem structure, such as which fixed —income prices to be used as inputs, which curves to be es...
| Main Authors: | , |
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2001
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| Online Access: | http://ndltd.ncl.edu.tw/handle/35316462218365167427 |