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http://hdl.handle.net/11718/12210| Title: | Estimation of term structure of interest rates |
| Authors: | Nebhnani, Arvind B., Narayanan |
| Keywords: | Nelson siegel model;Cubic splines method;Term Structure;Interest rates |
| Issue Date: | 2007 |
| Publisher: | Indian Institute of Management Ahmedabad |
| Series/Report no.: | SP;1391 |
| URI: | http://hdl.handle.net/11718/12210 |
| Appears in Collections: | Student Projects |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| SP_2007_1391.pdf Restricted Access | Sp_2007_1391 | 259.93 kB | Adobe PDF | View/Open Request a copy |
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