Sökning: "Malick Senghore"
Hittade 2 uppsatser innehållade orden Malick Senghore.
1. Modeling Swedish government yields with the Dynamic Nelson Siegel and the Dynamic Nelson Siegel Svensson Model
Master-uppsats, Lunds universitet/Matematisk statistikSammanfattning : The purpose of this thesis is to model and forecast Swedish government yields by using three classes of the Nelson Siegel Model Family. The three models considered are the Dynamic Nelson Siegel Model, Arbitrage-Free Nelson Siegel Model and Dynamic Nelson Siegel Svensson Model. LÄS MER
2. Swedish Bonds Term Structure Modeling with the Nelson Siegel Model
Kandidat-uppsats, Lunds universitet/Matematisk statistikSammanfattning : The purpose of this thesis is to study and model the term structure of Swedish government bonds. The emergence of the bonds market in Swedish is described and a brief introduction to interest rate theory given. For completeness, linear and dynamic time series models including state space representation and the Kalman filter are also described. LÄS MER
