Sökning: "Nollkupong"
Hittade 1 uppsats innehållade ordet Nollkupong.
1. Zero Coupon Yield Curve Construction Methods in the European Markets
Master-uppsats, KTH/Matematik (Avd.)Sammanfattning : In this study, four frequently used yield curve construction methods are evaulated on a set of metrics with the aim of determining which method is the most suitable for estimating yield curves from European zero rates. The included curve construction methods are Nelson-Siegel, Nelson-Siegel-Svensson, cubic spline interpolation and forward monotone convex spline interpolation. LÄS MER
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