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Title: A Modified Arbitrage-Free Nelson Siegel Model : An Alternative Affine Term Structure Model of Interest Rates (Financial Modeling and Analysis)
Authors: Ohnishi, Masamitsu
Sim, Dara
Author's alias: 大西, 匡光
Issue Date: Dec-2012
Publisher: 京都大学数理解析研究所
Journal title: 数理解析研究所講究録
Volume: 1818
Start page: 122
End page: 147
URI: http://hdl.handle.net/2433/194609
Appears in Collections:Financial Modeling and Analysis

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