Estimating the yield curve using the Nelson‐Siegel model
Quadrini, Alessandro (A.A. 2013/2014) Estimating the yield curve using the Nelson‐Siegel model. Tesi di Laurea in Mathematical finance, LUISS Guido Carli, relatore Marco Papi, pp. 66. [Bachelor's Degree Thesis]
Full text for this thesis not available from the repository.
Abstract/Index
A focus on the financial crisis. Models for the estimation of the yield curve. Data. Empirical results.
References
Bibliografia: pp. 65-66.
| Thesis Type: | Bachelor's Degree Thesis |
|---|---|
| Institution: | LUISS Guido Carli |
| Degree Program: | Bachelor's Degree Programs > Bachelor's Degree Program in Economics and Business, English language (L-33) |
| Chair: | Mathematical finance |
| Thesis Supervisor: | Papi, Marco |
| Academic Year: | 2013/2014 |
| Session: | Summer |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 30 Oct 2014 08:41 |
| Last Modified: | 19 May 2015 23:57 |
| URI: | https://tesi.luiss.it/id/eprint/12909 |
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