Topics in Yield Curve Modeling
| Thesis title in Czech: | Témata v oblasti modelování výnosové křivky |
|---|---|
| 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. | |