Home > Search Results: recid:408100
Search:
 
Search Tips :: Simple Search
Search collections:
Sort by: Display results: Output format:
National Repository of Grey Literature 1 records found  Search took 0.01 seconds. 

Warning: Requested record does not seem to exist.
Yield Curves
 Korbel, Michal ; Hurt, Jan (advisor) ; Hlávka, Zdeněk (referee)
The master thesis is looking into the estimation of yield curve using two ap- proaches. The first one is searching for parametric model which is able to describe the behavior of yield curve well and estimate its parameters. The parametric mo- dels used in the thesis are derived from the class of models introduced by Nelson and Siegel. The second approach is nonparametric estimation of yield curves using spline smoothing and kernel smoothing. All used methods are then compared on real observed data and their suitability for various tasks and concrete available observations is considered. 1
Detailed record

Interested in being notified about new results for this query?
Subscribe to the RSS feed.
Digital Repository :: Search :: Submit :: Personalize :: Help
Powered by Invenio v1.1.2
Maintained by admin.invenio@techlib.cz
This site is also available in the following languages:
Česky  English