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A Comparative Analysis of Parsimonious Yield Curve Models with Focus on the Nelson-Siegel, Svensson and Bliss Versions

Published Online: 2021-04-15

Published Print: 2022-03

Authors

Wahlstrøm, Ranik Raaen https://orcid.org/0000-0001-7563-4380
Paraschiv, Florentina

Schürle, Michael
Funding

Funding for this research was provided by:

European Cooperation in Science and Technology (CA19130)

Isaac Newton Institute for Mathematical Sciences (EPSRC Grant Number EP/R014604/1)

Adolf Øiens Donasjonsfond (Energizing New Computational Frontiers)

NTNU Norwegian University of Science and Technology
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Article History

Accepted: 13 March 2021

First Online: 15 April 2021

Document is current