Sökning: "Penny Peng Cheng Andersson"

Hittade 1 uppsats innehållade orden Penny Peng Cheng Andersson.

  1. 1. Yield curve estimation models with real market data implementation and performance observation

    Master-uppsats, Mälardalens högskola/Akademin för utbildning, kultur och kommunikation

    Författare :Penny Peng Cheng Andersson; [2020]
    Nyckelord :Yield curve; Yield curve estimation models; Boostrapping; Smith Wilson; Nelson Siegel; the extended Nelson Siegel;

    Sammanfattning : It always exists different methods/models to build a yield curve from a set of observed market rates even when the curve completely reproduces the price of the given instruments. To create an accurate and smooth interest rate curve has been a challenging all the time. LÄS MER