UoM IR
→
Thesis & Dissertation
→
Faculty of Engineering, Mathematics
→
Master of Science in Financial Mathematics
→
Browsing Master of Science in Financial Mathematics by Subject

Browsing Master of Science in Financial Mathematics by Subject "DIEBOLD & LI"

Now showing items 1-1 of 1

Estimating and forecasting the yield curve : Sri Lankan government securities market

Yapa LTS [Thesis-Abstract]

In this study, I evaluate two versions of the Nelson and Siegel (1987) model, namely the Nelson-Siegel model using the methodology presented in Diebold and Li (2006) and Nelson-Siegel-Svensson model (1994), with the ...

Now showing items 1-1 of 1

Search UoM-IR

Browse

All of UoM-IR
This Collection
- Authors
- Titles
- Subjects
- Faculty
- Acc. No.
- Document Type
- Year
- Conference Proceedings

My Account

Login