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Academic texts about Nelson Siegel model
1 publications
Modelling the yield curve based on a partial conjecture of future yields
Using the Dynamic Nelson Siegel model and finding a conditional distribution for future yields
Autor:in:
Ramtien Kalantar Nayestanaki (Author)
Subject:
Business economics - Operations Research
Category:
Bachelor Thesis , 2016 30 Pages , Grade: 8
Catalog Number:
352069
Price:
US$ 0.99