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Modeling and Forecasting the Yield Curve by an Extended Nelson-Siegel Class of Models : A Quantile Autoregression Approach
de Rezende, Rafael Barros, (2011)
Forecasting the Yield Curve in a Data-Rich Environment Using the Factor-Augmented Nelson-Siegel Model
Exterkate, Peter, (2010)
Forecasting the yield curve in a data-rich environment using the factor-augmented Nelson-Siegel model
Risk-profiling definded benefit pension schemes
Dempster, Michael A. H., (2009)
Regulating complex derivatives : can the opaque be made transparent?
Dempster, Michael A. H., (2011)
Lifecycle goal achievement or portfolio volatility reduction?
Dempster, Michael A. H., (2016)