[Fwd: r beginner..I need to]
-------------------------- Messaggio originale --------------------------- Oggetto: r beginner..I need to Da: fontana at unive.it Data: Gio, 13 Settembre 2007 9:36 pm A: r-sig-finance at stat.math.ethz.ch -------------------------------------------------------------------------- I am a R (not Matlab...sorry for the mistake) beginner and I need to estimate the term structure of interest rate susing Nelson and Siegel 1987 approach. I am wondering if someone has a reference or an file for the topic because I don't know how to start or how to proceed. Any kind of help would be greatly appreciated Best regards -- Alessandro Fontana PhD student in Economics and Organisation (SSAV) Venice International University Isola di San Servolo 30100 Venice Italy email: fontana at unive.it
Alessandro Fontana PhD student in Economics and Organisation (SSAV) Venice International University Isola di San Servolo 30100 Venice Italy email: fontana at unive.it