Topics in Yield Curve Modeling
Thesis title in Czech: | Témata v oblasti modelování výnosové křivky |
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Thesis title in English: | Topics in Yield Curve Modeling |
Key words: | úroková míra, výnosová křivka, affinní model časové struktury výnosových měr, model Nelson-Siegel |
English key words: | Interest Rate, Yield Curve, Affine Term Structure Model, Nelson-Siegel |
Academic year of topic announcement: | 2015/2016 |
Thesis type: | dissertation |
Thesis language: | angličtina |
Department: | Institute of Economic Studies (23-IES) |
Supervisor: | prof. Ing. Evžen Kočenda, M.A., Ph.D., DSc. |
Author: | hidden - assigned and confirmed by the Study Dept. |
Date of registration: | 05.10.2015 |
Date of assignment: | 05.10.2015 |
Confirmed by Study dept. on: | 05.10.2015 |
Date and time of defence: | 17.03.2021 00:00 |
Date of electronic submission: | 17.01.2021 |
Date of proceeded defence: | 17.03.2021 |
Opponents: | prof. Roman Horváth, Ph.D. |
prof. Ing. Martin Mandel, CSc. | |
prof. Martin Berka, M.A., Ph.D. | |