Linearized Nelson-Siegel and Svensson models for the estimation of spot interest rates (Q439703)
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scientific article; zbMATH DE number 6066946
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| English | Linearized Nelson-Siegel and Svensson models for the estimation of spot interest rates |
scientific article; zbMATH DE number 6066946 |
Statements
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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0.7917526960372925
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0.7850784659385681
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0.7726233005523682
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0.764529824256897
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