A hybrid spline-based parametric model for the yield curve

Mathematics

• Parametric Model 80%
• Spline 69%
• Curve 46%
• Segmentation 36%
• Categorical or nominal 30%
• Market Segmentation 28%
• Term Structure 21%
• Risk Management 20%
• Value at Risk 20%
• Market Model 20%
• Government 20%
• B-spline Function 20%
• Factor Models 19%
• Banks 18%
• Exponential Model 18%
• Spline Functions 17%
• Pricing 16%
• Market 15%
• Model 15%
• Benchmark 14%
• Flexibility 14%
• Evidence 12%
• Estimate 6%

Business & Economics

• Splines 100%
• Parametric Model 92%
• Yield Curve 88%
• Segmentation 53%
• Value at Risk 33%
• Index-Linked Bond 25%
• Maturity 25%
• B-spline 23%
• Pricing Management 21%
• Term Structure 16%
• Bond Market 15%
• Market Model 15%
• Empirical Evidence 15%
• Central Bank 13%
• Benchmark 11%
• Risk Management 11%
• Government 8%
• United States of America 6%
• Factors 5%

Engineering & Materials Science

• Splines 74%
• Financial markets 13%
• Banking 12%
• Risk management 11%
• Costs 4%