[R-SIG-Finance] r beginner..I need to

fontana at unive.it fontana at unive.it
Thu Sep 13 21:36:00 CEST 2007


 I am a Matlab 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



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