The Neslon-Siegel (NS) model was extended by the Nelson-Siegel-Svensson (NSS) model. What additional feature was provided by

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The Neslon-Siegel (NS) model was extended by the Nelson-Siegel-Svensson (NSS) model. What additional feature was provided by the NSS model over the NS model?

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Derivatives Principles And Practice

ISBN: 9780078034732

2nd Edition

Authors: Rangarajan Sundaram

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Question Posted: Jan 18, 2024 05:00 AM

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The Neslon-Siegel (NS) model was extended by the Nelson-Siegel-Svensson (NSS) model. What additional feature was provided by

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The NSS model has the following functional form for the forwar...View the full answer

Derivatives Principles And Practice

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