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

[fontana at unive.it]

-------------------------- Messaggio originale ---------------------------
Oggetto: r beginner..I need to
Da:      fontana at unive.it
Data:    Gio, 13 Settembre 2007 9:36 pm
A:       r-sig-finance at stat.math.ethz.ch
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 I am a R   (not Matlab...sorry for the mistake) 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



-- 
Alessandro Fontana
PhD student in Economics and Organisation (SSAV)
Venice International University
Isola di San Servolo
30100 Venice
Italy
email: fontana at unive.it