Modified B-Spline Model and Estimation of the Term Structure of Interest Rate
碩士 === 國立高雄第一科技大學 === 財務管理所 === 91 === ABSTRACT This paper uses the Basis spline approximation defined by Powell（1981）to fit the term structure of the Taiwanese Government Bond market. Since the Taiwanese Government bond market is an illiquid bond market, it must consider the illiquidity constrain...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2003
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| Online Access: | http://ndltd.ncl.edu.tw/handle/91461866342988739106 |