مرکز منطقه ای اطلاع رساني علوم و فناوري - Fitting the term structure of interest rates for Taiwanese government bonds

Title of article :

Fitting the term structure of interest rates for Taiwanese government bonds

Author/Authors :

Bing-Huei Lin، نويسنده ,

Pages :

From page :

331

To page :

352

Keywords :

Term structure of interest rates , B-spline approximation , Discount fitting model , Spot fittingmodel , Forward fitting model

Journal title :

Astroparticle Physics

Record number :

230725

Link To Document :