Yield curving modelling and estimation

The remainder of this paper is organized as follows. As a first step, we discuss the most relevant interest rate models mentioned in the literature. We then pass onto discussing the most relevant estimation methods found in the literature and choose two of them to test empirically. Finally we draw c...

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Autor principal: Negri, María Marta
Otros Autores: Sola, Martín
Formato: Tesis de maestría acceptedVersion
Lenguaje:Inglés
Publicado: Universidad Torcuato Di Tella 2017
Materias:
Econometría
Tesis
Acceso en línea:http://repositorio.utdt.edu/handle/utdt/2001
Aporte de:
Repositorio Digital Universidad Torcuato Di Tella de Universidad Torcuato Di Tella
id I57-R16320.500.13098-2001
record_format dspace
institution Universidad Torcuato Di Tella
institution_str I-57
repository_str R-163
collection Repositorio Digital Universidad Torcuato Di Tella
language Inglés
orig_language_str_mv eng
topic Econometría
Tesis
spellingShingle Econometría
Tesis
Negri, María Marta
Yield curving modelling and estimation
description The remainder of this paper is organized as follows. As a first step, we discuss the most relevant interest rate models mentioned in the literature. We then pass onto discussing the most relevant estimation methods found in the literature and choose two of them to test empirically. Finally we draw conclusions on the results considering the theoretical background.
author2 Sola, Martín
author_facet Sola, Martín
Negri, María Marta
format Tesis de maestría
acceptedVersion
author Negri, María Marta
author_sort Negri, María Marta
title Yield curving modelling and estimation
title_short Yield curving modelling and estimation
title_full Yield curving modelling and estimation
title_fullStr Yield curving modelling and estimation
title_full_unstemmed Yield curving modelling and estimation
title_sort yield curving modelling and estimation
publisher Universidad Torcuato Di Tella
publishDate 2017
url http://repositorio.utdt.edu/handle/utdt/2001
work_keys_str_mv AT negrimariamarta yieldcurvingmodellingandestimation
bdutipo_str Repositorios
_version_ 1764820542836178946

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