Browsing by Author Kumar, Sudarshan

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Showing results 4 to 5 of 5 < previous 
Issue DateTitleAuthor(s)
12-Dec-2021Term structure estimation with liquidity-adjusted Ane Nelson Siegel model: A nonlinear state space approach applied to the Indian bond marketVirmani, Vineet; Kumar, Sudarshan
2020Three essays on interest rate modelingKumar, Sudarshan