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Fitting Yield Curves and Forward Rate Curves With Maximum Smoothness

1994144 citationsJournal Article

Authors

K.J. Adams · Mitsubishi Electric (Japan)

Donald R. van Deventer · Kamakura Women's University

Topics & Keywords

Simulation Techniques and Applications Manufacturing Process and Optimization Forest Biomass Utilization and Management

Publication Details

Published in: The Journal of Fixed Income

Volume 4, Issue 1, pp. 52-62

DOI: 10.3905/jfi.1994.408102

Field-Weighted Citation Impact: 4.28

Fitting Yield Curves and Forward Rate Curves With Maximum Smoothness | Researchclopedia