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Comparative Analysis of Achievable Accuracy of Term Structure of Interest Rates Models in Different Markets

Student: Avetisyan Gayane karolina

Supervisor: Victor A Lapshin

Faculty: International College of Economics and Finance

Educational Programme: Double degree programme in Economics of the NRU HSE and the University of London (Bachelor)

Year of Graduation: 2017

I estimate the term structure of interest rates using Nelson Siegel model and compare the achieved accuracy of the model. Python programming is used.

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