You searched for:
Keyword: zero coupon.;
1 result found.
Yield Curve Estimation by Kernel Smoothing Methods
Oliver Linton, Enno Mammen, Jens Perch Nielsen and C Tanggaard
We introduce a new method for the estimation of discount functions, yield curves and forward curves from government issued coupon bonds. Our approach is nonparametric and does not assume a particular functional form for ...Read more...