Yield curving modelling and estimation
type: CreativeWork
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.
abstract: 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.
author: Negri, María Marta
language: eng
keywords: Econometría, Tesis
date published: 2015
date modified: 2026-07-27T21:55:12Z
provider: Universidad Torcuato di Tella
publisher: Networked Digital Library of Theses and Dissertations
type: WebPage
source organization: Universidad Torcuato Di Tella