An arbitrage‐free generalized Nelson–Siegel term structure model (Q3653355)
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scientific article; zbMATH DE number 5651357
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | An arbitrage‐free generalized Nelson–Siegel term structure model |
scientific article; zbMATH DE number 5651357 |
Statements
An arbitrage‐free generalized Nelson–Siegel term structure model (English)
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22 December 2009
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arbitrage-free
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Nelson-Siegel
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Svensson extension
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yield curve
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0.9453883
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0.92181194
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0.91547185
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0.8644546
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0.8632193
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0.8573948
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0.8561909
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0.8546787
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