RMB Yield Curve Estimation Based on Indirect Bootstrap Method


     Related Videos
Lecture 12 - Curve Sketching
Lecture 20 - Length of a curve
Lecture - 36 Curve Representation - YouTube
Lecture - 37 Curve Representation - YouTube
ACCA F5 Lecture 17 Learning Curve - YouTube

     Related Hubpages

  •  Doc. Url:    Embed Code: 

  • IEEE  status
    (0) (0 Votes)
    Views: (2027)   Date: (Publication Date: 5-7 Oct. 200...)   Pages: ()
  • Author:  Liu Xun-yi Yu Bo Sch. of Manage.  Harbin Inst. of Technol.;  

  • Abstract:  Abstract The asset & liability management (ALM) and funds transfer price (FTP) are key tools for commercial bank in capital market competence ALM and FTP need a reasonable and veracious yield curve to measure risks and compute fund cost, but now there is not such an RMB yield curve in China, because Chinese bound market is still immaturity and there is few continuous bound price samples. The paper analyzes the existing yield curve methods, improves the bootstrap by quadratic spline function, and then uses the method to estimate a RMB yield curve with Chinese treasury bond market data. It proposes the method of building an RMB yield curve for Chinese commercial bank

     Related Documents

         Related Groups

           Related Science News

             More on Sciencestage

               Answers

               News

                 Related on Youtube Results
          • Dad's RMB Gentry
            Dad's RMB Gentry Dad took us out is his re-built RMB Gentry. He's made it from old and new items so it's more reliable, looks great but still goes freaking quick. From: Dan Course Views: 2 0 ratings Time: 05:52 More in Autos & Vehicles
          • Dad's re-built RMB Gentry
            Dad's re-built RMB Gentry Dad took me put in his newly re-built RMB Gentry. It's freaking breathtaking! It's a car he's built up from old and new bits, and it handles like a dream and is quick!!! From: Dan Course Views: 6 0 ratings Time: 00:06 More in Autos & Vehicles
          • BM1467 RMB#37
            BM1467 RMB#37 here's RMB#37!! From: blackman1467 Views: 10 4 ratings Time: 05:55 More in Gaming
          • ROMMANEGILA ---RmB Funk Soul-dj Style Mirek NEW 2014
            ROMMANEGILA ---RmB Funk Soul-dj Style Mirek NEW 2014 From: DJ Style MIREK Views: 0 0 ratings Time: 11:12 More in People & Blogs
          • DJ STYLE Mirek má stylll new RmB Funk 2014
            DJ STYLE Mirek má stylll new RmB Funk 2014 From: DJ Style MIREK Views: 1 0 ratings Time: 02:58 More in People & Blogs
          • DLG RMB #23: Cpt.Caveman & Wreck-it-Ralph Vs. Krang
            DLG RMB #23: Cpt.Caveman & Wreck-it-Ralph Vs. Krang Also on Mugen 1.1. From: DarkLuigi Games Views: 1 1 ratings Time: 03:13 More in Gaming
          • BM1467 RMB#36
            BM1467 RMB#36 we have a very short RMB today!! From: blackman1467 Views: 7 1 ratings Time: 00:52 More in Gaming
          • RMB I Rajawali MidBrain I Aktivasi Otak Tengah I 087880003456 I 28C39747
            RMB I Rajawali MidBrain I Aktivasi Otak Tengah I 087880003456 I 28C39747 http://anakgeniusindonesia.blogspot.com Pelatihan optimalisasi dan aktivasi otak tengah jakarta, anak genius indonesia, HP 0878800034567 pin BB 28C39747. From: tawaf qalbu Views: 3 0 ratings Time: 03:44 More in Education
          • BM1467 RMB#35
            BM1467 RMB#35 heres RMB#35 a request by Rin Honda. From: blackman1467 Views: 6 3 ratings Time: 04:20 More in Gaming
          • DLG RMB #22: Team Rigby Vs. Team Random Select
            DLG RMB #22: Team Rigby Vs. Team Random Select From: DarkLuigi Games Views: 0 0 ratings Time: 05:49 More in Gaming
          • RMB - Redemption (yuNo Remix)
            RMB - Redemption (yuNo Remix) RMB - Redemption remixed by me, first try. From: AnimeyuNo Views: 0 0 ratings Time: 06:42 More in Music
          • Rmb-Spring ♫ HD ♫
            Rmb-Spring ♫ HD ♫ Full HD Official Video © Dolby Digital. From: Music Box© Views: 5 0 ratings Time: 03:19 More in Music
          • [NK]Trance104 - WotR! How to block: Hold RMB
            [NK]Trance104 - WotR! How to block: Hold RMB Watch live at http://www.twitch.tv/trance104. From: Trance1041 Views: 0 0 ratings Time: 55:01 More in Gaming
          • [NK]Trance104 - WotR! How to block: Hold RMB
            [NK]Trance104 - WotR! How to block: Hold RMB Watch live at http://www.twitch.tv/trance104. From: Trance1041 Views: 0 0 ratings Time: 55:00 More in Gaming
          • DLG RMB #21: Team Popeye Vs. Team Shao Khan
            DLG RMB #21: Team Popeye Vs. Team Shao Khan From: DarkLuigi Games Views: 0 0 ratings Time: 02:49 More in Gaming
          • DLG RMB #20: Shinnosuke Nohara & Shizuka Vs. Porygon-Z
            DLG RMB #20: Shinnosuke Nohara & Shizuka Vs. Porygon-Z From: DarkLuigi Games Views: 2 2 ratings Time: 01:34 More in Gaming
          • DLG RMB #19: Team Shou Toramaru Vs. Team Shedder
            DLG RMB #19: Team Shou Toramaru Vs. Team Shedder From: DarkLuigi Games Views: 2 0 ratings Time: 02:16 More in Gaming
          • DLG RMB #18: Mario Bros Vs. Underdog & Perfect Cell
            DLG RMB #18: Mario Bros Vs. Underdog & Perfect Cell From: DarkLuigi Games Views: 0 0 ratings Time: 03:02 More in Gaming
          • RMB banking expert on the currency's globalization
            RMB banking expert on the currency's globalization Caroline Owen, Regional Head of RMB solution at the Standard Chartered Bank, joined Biz Asia America for more on the the currency's internationalization. From: CCTV America Views: 3 0 ratings Time: 05:40 More in Film & Animation
          • DLG RMB #17: Team Cpt. Caveman Vs. Team Opear Elmer
            DLG RMB #17: Team Cpt. Caveman Vs. Team Opear Elmer From: DarkLuigi Games Views: 0 0 ratings Time: 02:21 More in Gaming
          • RMB Ice bucket challenge Diane Miller
            RMB Ice bucket challenge Diane Miller Diane Miller took the ice bucket challenge! From: Mandabean26 Views: 0 0 ratings Time: 00:37 More in People & Blogs
          • RMB Ice bucket challenge John Lloyd
            RMB Ice bucket challenge John Lloyd EBO Manager John Lloyd takes the ice bucket challenge! From: Mandabean26 Views: 0 0 ratings Time: 00:36 More in People & Blogs
          • RMB Ice bucket challenge Vicki Lowery
            RMB Ice bucket challenge Vicki Lowery Recovery Manager takes the ice bucket challenge. From: Mandabean26 Views: 0 0 ratings Time: 00:45 More in People & Blogs
          • RMB Ice bucket challenge
            RMB Ice bucket challenge Recovery Manager Jane Lafollette takes the ice bucket challenge!! From: Mandabean26 Views: 0 0 ratings Time: 00:47 More in People & Blogs
          • This is China: Falun Gong and the Tuidang RMB
            This is China: Falun Gong and the Tuidang RMB This is a bit sensitive, so I will say that I neither support Falun Gong nor dislike Falun Gong. I do not want to start a fight with anyone or any organization. Just putting some information... From: Austin Guidry Views: 504 16 ratings Time: 07:59 More in People & Blogs

          •      Related on Wikipedia




























               

              Powered free by PHPmotion