Linearized Nelson-Siegel and Svensson models for the estimation of spot interest rates (Q439703)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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