Multiple Choice
Which of the following is not a feature of the exponential splines fitting approach?
A) All its parameters may be estimated simultaneousy using OLS regression.
B) The most popular form is the cubic exponential one.
C) There is an additional parameter over that of the cubic spline method.
D) The parameter is the long-maturity limit of the forward rate.
Correct Answer:

Verified
Correct Answer:
Verified
Q3: The Nelson-Siegel-Svensson model is<br>A) A special kind
Q4: Which of the following is NOT a
Q5: A major advantage of the cubic spline
Q6: Which of the following is a
Q7: The Nelson-Siegel-Svensson model is<br>A) An alternative approach
Q9: Which of the following is NOT
Q10: You are given two discount bonds of
Q11: In the Nelson-Siegel framework, which of
Q12: Under exponential interpolation, if he
Q13: Which of the following is NOT