Bond portfolio management with Nelson-Siegel

  • Thread starter Thread starter max_cn
  • Start date Start date
M

max_cn

Joined
4/25/21
Messages
1
Points
11
I am trying to implement the following formula in the context
 
Last edited:

Similar threads

M
Applied Statistics and Financial Modelling vs Quantitative Risk Management with Machine Learning (QRM with ML)
Replies
0
Views
3K
moein.nikgohar
M
Y
Pitfalls of Nelson-Siegel Yield Curve Modeling – Part I
Replies
3
Views
3K
yetanotherquant
Y
Mkkl
Nelson-Siegel model and Fama and Bliss
Replies
0
Views
3K
Mkkl
Mkkl
kbharadwaj
Optimum bond portfolio selection
Replies
4
Views
3K
Joy Pathak
Joy Pathak
Back
Top Bottom