• Title of article

    A note on interest rate term structure estimation using tension splines

  • Author/Authors

    Barzanti، نويسنده , , Luca and Corradi، نويسنده , , Corrado، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 1998
  • Pages
    5
  • From page
    139
  • To page
    143
  • Abstract
    Tension splines are proposed as a flexible tool for interest rate term structure estimation to circumvent some difficulties arising with the ordinary cubic spline estimators. A few computational experiments on test problems support the merits of the proposed approach.
  • Keywords
    Tension splines , Term structure estimation
  • Journal title
    Insurance Mathematics and Economics
  • Serial Year
    1998
  • Journal title
    Insurance Mathematics and Economics
  • Record number

    1541856

    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=1541856