Fit Treasury yield curve with cubic polynomial

Bonds
Day Trading
Forex
Fundamental Analysis
Futures
Options
Personal Finance
Stocks
Technical Analysis

The cubic polynomial is the simplest function that can be used to fit the yield curve data. The speaker reviews how one would construct the yield curve using cubic polynomial; however, he also discusses why this method falls short.

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Tim Ord

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Fit Treasury yield curve with cubic polynomial

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Fit Treasury yield curve with cubic polynomial

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