Kotchlamazashvili, Zurab - 2014
Intro -- 1. Introduction -- 2. Calculation Methods and Descriptive Analysis -- 2.1. Introductory Remarks -- 2.2. Bootstrapping -- 2.3. Nelson{Siegel Model and its Extensions -- 2.3.1. Nelson-Siegel Model -- 2.3.2. Extension: Svensson -- 2.3.3. Extension: Diebold and Li -- 2.4. Principal...