George-eduard GRİGORE
Use of Calibration Methods in Estimating Yield Fixed Income Financial Instruments
Use of Calibration Methods in Estimating Yield Fixed Income Financial Instruments
Economics Business and Organization Research
2021-Cilt: 3 - Sayı: 1
44-69
yield curve,
parametric models,
Nelson-Siegel,
Nelson-Siegel-Svensson,
correlational relations,
predictability
64
82