[R-SIG-Finance] r beginner..I need to
jeff.a.ryan at gmail.com
Fri Sep 14 07:03:08 CEST 2007
On 9/13/07, fontana at unive.it <fontana at unive.it> wrote:
> 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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