Testing the Performance of Cubic Splines and Nelson-Siegel Model for Estimating the Zero-coupon Yield Curve

Publicado en línea: 24 jun 2016

Páginas: 42 - 50

Recibido: 01 dic 2015

Aceptado: 01 mar 2016

DOI: https://doi.org/10.1515/ngoe-2016-0011

Palabras clave

Cubic splines, Nelson-Siegel, yield curve, zero-coupon bonds, term structure of interest rates

© 2016

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