Linearized Nelson-Siegel and Svensson models for the estimation of spot interest rates (Q439703)

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Linearized Nelson-Siegel and Svensson models for the estimation of spot interest rates
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    Linearized Nelson-Siegel and Svensson models for the estimation of spot interest rates (English)
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    16 August 2012
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    term structure of interest rates
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    spot rate curves
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    coupon bonds
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    prior information
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    linearization
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