Which of the following are techniques for constructing a continuous yield curve from a discrete set of spot bond prices or interest rates?
A) Splines
B) Polynomial Interpolation
C) Neson-Siegel Function
D) All of the Above
Reveal the Answer
The answer is D) All of the Above
Advanced Fixed Income Professional Certificate
Develop advanced desk-ready skills for fixed income professionals. Learn the essential mathematics for term structure modeling and interest rate derivatives valuation in an accessible and intuitive fashion. Understand and apply the various approaches to constructing yield curves. Build interest rate models in discrete and continuous time. Develop expertise in the theory and application of numerical methods to price interest rate instruments including the use of finite difference techniques. The Bloomberg Professional terminal is used extensively.
Fixed Income Alum:
Doriana Dine
Advanced Fixed Income Professional Certificate
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