Guirreri Sergio

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Home Tesi Dottorato
Simulating Term Structure Interest Rates with Arbitrary Marginals

GSS - PhD Thesis

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Download this file (ThesisB5.pdf)PhD Thesis - Simulating Term Structure Interest Rates with Arbitrary Marginals.Indice, Introduzione e capitolo della tesi di dottorato. [Table of contents, introduction and Nelson-Siegel chapter]1001 Kb

The PhD thesis shows two models to simulate the term structure of interest rates. In this page I published the table of contents, the index and the chapter to estimate the Nelson-Siegel model that I implemented in the package called "YieldCurve", downloadable from R website.