Computing maximum smoothness forward rate curves

Computing maximum smoothness forward rate curves

10.1023/A:1020707028156

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Bibliographic Details
Main Authors: Lim, K.G., Xiao, Q.
Other Authors: FINANCE & ACCOUNTING
Format: Article
Published: 2013
Subjects:
Computations
Curve smoothing
Forward rates
Optimization
Online Access:http://scholarbank.nus.edu.sg/handle/10635/45208
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Institution: National University of Singapore
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spelling sg-nus-scholar.10635-452082023-10-26T21:11:46Z Computing maximum smoothness forward rate curves Lim, K.G. Xiao, Q. FINANCE & ACCOUNTING Computations Curve smoothing Forward rates Optimization 10.1023/A:1020707028156 Statistics and Computing 12 3 275-279 2013-10-11T08:14:13Z 2013-10-11T08:14:13Z 2002 Article Lim, K.G., Xiao, Q. (2002). Computing maximum smoothness forward rate curves. Statistics and Computing 12 (3) : 275-279. ScholarBank@NUS Repository. https://doi.org/10.1023/A:1020707028156 09603174 http://scholarbank.nus.edu.sg/handle/10635/45208 000178716400009 Scopus
institution National University of Singapore
building NUS Library
continent Asia
country Singapore
Singapore
content_provider NUS Library
collection ScholarBank@NUS
topic Computations
Curve smoothing
Forward rates
Optimization
spellingShingle Computations
Curve smoothing
Forward rates
Optimization
Lim, K.G.
Xiao, Q.
Computing maximum smoothness forward rate curves
description 10.1023/A:1020707028156
author2 FINANCE & ACCOUNTING
author_facet FINANCE & ACCOUNTING
Lim, K.G.
Xiao, Q.
format Article
author Lim, K.G.
Xiao, Q.
author_sort Lim, K.G.
title Computing maximum smoothness forward rate curves
title_short Computing maximum smoothness forward rate curves
title_full Computing maximum smoothness forward rate curves
title_fullStr Computing maximum smoothness forward rate curves
title_full_unstemmed Computing maximum smoothness forward rate curves
title_sort computing maximum smoothness forward rate curves
publishDate 2013
url http://scholarbank.nus.edu.sg/handle/10635/45208
_version_ 1781411353951469568

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