Fitting Forward Rate Curve with Maximum Smoothness
碩士 === 國立臺灣大學 === 財務金融學研究所 === 89 === Two approaches of fitting forward rate curves are explored in this essay, including the maximum smoothness approach proposed by Adams and Deventer and the approach of deriving implied forward rates from the current term structure of commercial paper p...
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2001
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| Online Access: | http://ndltd.ncl.edu.tw/handle/87646425105173499762 |