Zinsstrukturkurvenmodellierung - Eine praktische Anwendung des Nelson-Siegel-Svensson-Verfahrens am Beispiel von deutschen Staatsanleihen und UK-Gilts, Fallstudie Teil 2: Lösung
# DOI
doi.org/10.15358/0340-1650-2024-10-61
# Abstract
The procedure for modelling the yield curve using the Nelson/Siegel/Svensson method described in the first part of the case study is now applied. The yield curve estimation is explained using German government bonds and UK Gilts. Building on this, the calibration of the model and the problems that arise are discussed.