A Theoretically Consistent Version of the Nelson and Siegel Class of Yield Curve Models

ISSN： 1466-4313

Source： Applied Mathematical Finance, Vol.13, Iss.1, 2006-03, pp. : 39-59

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

Related content

Developing simple, operational, consistent NDVI-vegetation models by applying environmental and climatic information. Part II: Crop yield assessment

By Rasmussen M. S.

International Journal of Remote Sensing, Vol. 19, Iss. 1, 1998-01 ,pp. : 119-139

Taylor & Francis Ltd

Access to resources Recommend Favorite

A generalized bootstrap method to determine the yield curve

By Deaves Richard Parlar Mahmut

Applied Mathematical Finance, Vol. 7, Iss. 4, 2000-12 ,pp. : 257-270

Routledge Ltd

Access to resources Recommend Favorite

Superheavy Nuclei in Self-Consistent Mean-Field Models

By Bender M. Bürvenich T. Greiner W. Rutz K. Maruhn J. A. Reinhard P.-G.

Acta Physica Hungarica A, Vol. 10, Iss. 2-3, 2000-07 ,pp. : 185-200

Akademiai Kiado

Access to resources Recommend Favorite

Learning and Estimation of the New Keynesian Phillips Curve Models

SOUTHERN ECONOMIC JOURNAL, Vol. 78, Iss. 2, 2011-10 ,pp. : 382-396

John Wiley & Sons Inc

Access to resources Recommend Favorite

Consistent Initialization of Sensitivity Matrices for a Class of Parametric DAE Systems

By Gerdts M.

Bit Numerical Mathematics, Vol. 42, Iss. 4, 2002-01 ,pp. : 796-813

Springer Publishing Company

Access to resources Recommend Favorite