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 conclusions on the results considering the theoretical background.

Name thesis:degree_name

Maestría en Econometría

Level thesis:degree_level

1

Grantor dc:publisher

Universidad Torcuato Di Tella

Year dc:date.issued

2015

Author dc:creator

• Negri, María Marta

Advisors dc:contributor.advisor

• Sola, Martín
• Universidad Torcuato Di Tella

• Econometría
• Tesis

Statement dc:rights

• info:eu-repo/semantics/restrictedAccess

Language dc:language

eng

Repository record dc:identifier.uri

https://repositorio.utdt.edu/handle/20.500.13098/2001

OAI identifier oai:identifier

oai:repositorio.utdt.edu:20.500.13098/2001