Forecasting the yield curve with the arbitrage-free dynamic Nelson-Siegel model: Brazilian evidence
Caldeira, João F, Moura, Guilherme V, Santos, André A. P, Tourrucôo, Fabricio
Published in Economia (Associação Nacional dos Centros de Pós-Graduação em Economia : 2000) (01.05.2016)
Published in Economia (Associação Nacional dos Centros de Pós-Graduação em Economia : 2000) (01.05.2016)
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Approximate Formulas for Zero-coupon Bonds
Tourrucôo, Fabricio, Hagan, Patrick S., Schleiniger, Gilberto F.
Published in Applied mathematical finance. (01.07.2007)
Published in Applied mathematical finance. (01.07.2007)
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