Essays about: "Neda Kazemie"
Found 1 essay containing the words Neda Kazemie.
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1. Mispricing Due to Nelson-Siegel-Svensson model
University essay from Mälardalens högskola/Akademin för utbildning, kultur och kommunikationAbstract : Most trading software in the market uses linear interpolation in the bootstrap procedure to create a zero coupon interest rate curve. Forward interest rate curves created by interpolation method have a zigzag form that is inconsistent with arbitrage condition. READ MORE
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