On the Nelson-Siegel and Gamtaux yield curve models
Polychronis Manousopoulos and Michalis Michalopoulos
| Year of publication: |
2013
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|---|---|
| Authors: | Manousopoulos, Polychronis ; Michalopoulos, Michalis |
| Published in: |
Computational techniques for banking and risk management. - New York, NY : Nova Publ., ISBN 978-1-62618-522-7. - 2013, p. 51-60
|
| Subject: | Gamtaux method | Nelson-Siegel method | Zinsstruktur | Yield curve | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010199045