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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