搜索结果: 1-1 共查到“经济学 Nelson-Siegel model”相关记录1条 . 查询时间(0.051 秒)
Term Structure Modelling by Using Nelson-Siegel Model
Nelson-Siegel model Nonlinear least squares Yield curve estimation
2016/1/27
Zero coupon rates are not observable in the market for a range of maturities. Therefore, an estimation methodology is required to derive the zero coupon yield curves from observable data. If we deal w...