Essays about: "Neda Kazemie"

Found 1 essay containing the words Neda Kazemie.

  1. 1. Mispricing Due to Nelson-Siegel-Svensson model

    University essay from Mälardalens högskola/Akademin för utbildning, kultur och kommunikation

    Author : Neda Kazemie; [2014]
    Keywords : ;

    Abstract : 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