Two approaches for fitting the US yield curve

Tana, Nicola (A.A. 2018/2019) Two approaches for fitting the US yield curve. Tesi di Laurea in Empirical finance, Luiss Guido Carli, relatore Paolo Santucci de Magistris, pp. 66. [Master's Degree Thesis]

Full text for this thesis not available from the repository.


Overview of yield curves. Theories of interest rates. The model. Evaluation criteria. MATLAB implementation. The model implemented in MATLAB®.


Bibliografia: pp. 50-51.

Thesis Type: Master's Degree Thesis
Institution: Luiss Guido Carli
Degree Program: Master's Degree Programs > Master's Degree Program in Economics and Finance (LM-56)
Chair: Empirical finance
Thesis Supervisor: Santucci de Magistris, Paolo
Thesis Co-Supervisor: Grassi, Stefano
Academic Year: 2018/2019
Session: Autumn
Deposited by: Alessandro Perfetti
Date Deposited: 06 Apr 2020 12:58
Last Modified: 06 Apr 2020 12:58


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