Pages that link to "Item:Q439703"
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The following pages link to Linearized Nelson-Siegel and Svensson models for the estimation of spot interest rates (Q439703):
Displaying 7 items.
- Pricing and risk management of interest rate swaps (Q257234) (← links)
- A noisy principal component analysis for forward rate curves (Q319733) (← links)
- Estimation and inference in the yield curve model with an instantaneous error term (Q834330) (← links)
- Robust term structure estimation in developed and emerging markets (Q1703534) (← links)
- Measurement of interest rates using a convex optimization model (Q1752197) (← links)
- A modified arbitrage-free Nelson-Siegel model: an alternative affine term structure model of interest rates (Q2398584) (← links)
- Revisiting the fitting of the Nelson–Siegel and Svensson models (Q6618205) (← links)
