Modeling a term structure of interest rates

Paweł Kliber

Abstract

n/a
Author Paweł Kliber (WIiGE / KE)
Paweł Kliber,,
- Department of Econometrics
Pages129-156
Publication size in sheets1.35
Book Kliber Paweł (eds.): Financial Engineering: Methods and Cases, 2019, Wydawnictwo Uniwersytetu Ekonomicznego w Poznaniu, ISBN 978-83-66199-04-0, 236 p.
Keywords in Polishstruktura terminowa stóp procentowych, stopy forward, model Svenssona, model Nelsona-Siegla
Keywords in Englishterm structure of interest rates, forward rates, Svensson model, Nelson-Siegel model
Languageen angielski
Score (nominal)20
Score sourcepublisherList
ScoreMinisterial score = 20.0, 23-04-2020, MonographChapterAuthor
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