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
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
Journal title :
Insurance Mathematics and Economics