Fitting the term structure of interest rates for taiwanese government bonds

Journal of Multinational Financial Management

Volumn 9, Issue 3-4, 1999, Pages 331-352

  Lin, Bing Huei ^a  

^a NATIONAL TAIWAN UNIVERSITY OF SCIENCE AND TECHNOLOGY   (Taiwan)

Author keywords

B spline approximation; Discount fitting model; Forward fitting model; Spot fitting model; Term structure of interest rates

Indexed keywords

EID: 0033228133     PISSN: 1042444X     EISSN: None     Source Type: Journal    
DOI: 10.1016/s1042-444x(99)00006-7     Document Type: Article

References (29)

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