DC Field | Value | Language |
---|---|---|
dc.contributor.author | Kim, Byung-Chun | ko |
dc.contributor.author | Moon, Nam Sik | ko |
dc.contributor.author | Lee, Sang Bin | ko |
dc.date.accessioned | 2008-05-09T09:29:13Z | - |
dc.date.available | 2008-05-09T09:29:13Z | - |
dc.date.created | 2012-02-06 | - |
dc.date.created | 2012-02-06 | - |
dc.date.issued | 1996-11 | - |
dc.identifier.citation | THE JOURNAL OF FINANCIAL ENGENNERING, v.5, no.2, pp.147 - 159 | - |
dc.identifier.issn | 1062-8924 | - |
dc.identifier.uri | http://hdl.handle.net/10203/4482 | - |
dc.description.abstract | Spline 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.language | English | - |
dc.language.iso | en_US | en |
dc.publisher | ASSOCIATION OF FINANCIAL ENGINEERS, INC. | - |
dc.title | Fitting the Term Structure of Interest Rates with a Modified Cubic Smoothing Spline | - |
dc.type | Article | - |
dc.type.rims | ART | - |
dc.citation.volume | 5 | - |
dc.citation.issue | 2 | - |
dc.citation.beginningpage | 147 | - |
dc.citation.endingpage | 159 | - |
dc.citation.publicationname | THE JOURNAL OF FINANCIAL ENGENNERING | - |
dc.embargo.liftdate | 9999-12-31 | - |
dc.embargo.terms | 9999-12-31 | - |
dc.contributor.localauthor | Kim, Byung-Chun | - |
dc.contributor.nonIdAuthor | Moon, Nam Sik | - |
dc.contributor.nonIdAuthor | Lee, Sang Bin | - |
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