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College of Business(경영대학)School of Management Engineering(경영공학부)MT-Journal Papers(저널논문)

Fitting the Term Structure of Interest Rates with a Modified Cubic Smoothing Spline

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dc.contributor.authorKim, Byung-Chunko
dc.contributor.authorMoon, Nam Sikko
dc.contributor.authorLee, Sang Binko
dc.date.accessioned2008-05-09T09:29:13Z-
dc.date.available2008-05-09T09:29:13Z-
dc.date.created2012-02-06-
dc.date.created2012-02-06-
dc.date.issued1996-11-
dc.identifier.citationTHE JOURNAL OF FINANCIAL ENGENNERING, v.5, no.2, pp.147 - 159-
dc.identifier.issn1062-8924-
dc.identifier.urihttp://hdl.handle.net/10203/4482-
dc.description.abstractSpline functions are widely used in the fitting of the term structure of interest rates. This article provides a technique for selecting the smoothest curve in the set of spline functions which satisfy the conditions assigned by the user on the precision of the fitting curve.-
dc.languageEnglish-
dc.language.isoen_USen
dc.publisherASSOCIATION OF FINANCIAL ENGINEERS, INC.-
dc.titleFitting the Term Structure of Interest Rates with a Modified Cubic Smoothing Spline-
dc.typeArticle-
dc.type.rimsART-
dc.citation.volume5-
dc.citation.issue2-
dc.citation.beginningpage147-
dc.citation.endingpage159-
dc.citation.publicationnameTHE JOURNAL OF FINANCIAL ENGENNERING-
dc.embargo.liftdate9999-12-31-
dc.embargo.terms9999-12-31-
dc.contributor.localauthorKim, Byung-Chun-
dc.contributor.nonIdAuthorMoon, Nam Sik-
dc.contributor.nonIdAuthorLee, Sang Bin-
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MT-Journal Papers(저널논문)
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