[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
email: fontana at unive.it

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