Message-ID: <49309.136.167.255.127.1189712651.squirrel@helios1.unive.it>
Date: 2007-09-13T19:44:11Z
From: fontana at unive.it
Subject: [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
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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