Title of article
On the estimation of smooth forward rate curves from a finite number of observations: A comment
Author/Authors
Corradi، نويسنده , , Corrado، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 1996
Pages
3
From page
115
To page
117
Abstract
The problem of estimating the forward rate curve from observed values of the yield-to-maturity is considered in the context of the theory of spline functions in Hilbert spaces and the solution is given in the interpolatory and smoothing case.
Keywords
Spline functions , Forward rate , Estimation
Journal title
Insurance Mathematics and Economics
Serial Year
1996
Journal title
Insurance Mathematics and Economics
Record number
1541215
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