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

[Jeff Ryan]

A quick google of "Nelson and Siegel R" yields:

https://stat.ethz.ch/pipermail/r-sig-finance/2006q1/000631.html

Which seems quite comprehensive, and fairly easy to find.

Jeff Ryan

On 9/13/07, fontana at unive.it <fontana at unive.it> wrote:
>
>
> -------------------------- 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
> --------------------------------------------------------------------------
>
>  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
>
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