Pages that link to "Item:Q439703"

The following pages link to Linearized Nelson-Siegel and Svensson models for the estimation of spot interest rates (Q439703):

Displaying 3 items.

• Pricing and risk management of interest rate swaps (Q257234) (← links)
• A noisy principal component analysis for forward rate curves (Q319733) (← links)
• Measurement of interest rates using a convex optimization model (Q1752197) (← links)