Publication details
Metody konstrukcí výnosových křivek - Nelson - Siegel model a Svensson model
| Title in English | Nelson - Siegel model and Svensson model - Methods of constructing the yield curve |
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| Authors | |
| Year of publication | 2011 |
| Type | Article in Proceedings |
| Conference | Evropské finanční systémy 2011 |
| MU Faculty or unit | |
| Citation | |
| Field | Economy |
| Keywords | parsimonious model, Nelson - Siegel model, Svensson model, bond yield curve |
| Description | The article “Nelson - Siegel model and Svensson model - Methods of constructing of the yield curve” deals with the construction of the yield curve by parsimonious models - Nelson - Siegel model and Svensson model. Parsimonious models are described and the benefits of each model are evaluated. |